0.24Open0.23Pre Close956 Volume490 Open Interest48.50Strike Price20.89KTurnover46.33%IV6.31%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1472Delta0.0948Gamma254.33Leverage Ratio-0.0584Theta0.0009Rho37.43Eff Leverage0.0121Vega