4.10Open4.15Pre Close78 Volume153 Open Interest170.00Strike Price20.96KTurnover36.31%IV1.15%PremiumOct 4, 2024Expiry Date0.94Intrinsic Value100Multiplier4DDays to Expiry1.96Extrinsic Value100Contract SizeAmericanOptions Type0.5707Delta0.0606Gamma54.70Leverage Ratio-0.3548Theta0.0103Rho31.22Eff Leverage0.0701Vega