0.25Open0.55Pre Close811 Volume906 Open Interest70.00Strike Price20.78KTurnover20.18%IV4.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.1818Delta0.0714Gamma224.75Leverage Ratio-0.0198Theta-0.0076Rho-40.85Eff Leverage0.0484Vega