0.15Open0.11Pre Close1.25K Volume2.95K Open Interest94.00Strike Price20.61KTurnover22.07%IV1.71%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1075Delta0.1584Gamma1681.64Leverage Ratio-0.0599Theta0.0003Rho180.78Eff Leverage0.0098Vega