0.15Open0.11Pre Close1.05K Volume2.95K Open Interest94.00Strike Price19.40KTurnover22.28%IV1.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0979Delta0.1442Gamma1680.73Leverage Ratio-0.0548Theta0.0003Rho164.53Eff Leverage0.0093Vega