0.40Open0.55Pre Close763 Volume226 Open Interest4.00Strike Price20.29KTurnover144.05%IV5.87%PremiumOct 11, 2024Expiry Date0.01Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.5414Delta0.6539Gamma17.80Leverage Ratio-0.0324Theta0.0002Rho9.64Eff Leverage0.0017Vega