4.65Open5.10Pre Close44 Volume5 Open Interest115.00Strike Price19.95KTurnover27.86%IV1.99%PremiumAug 16, 2024Expiry Date2.15Intrinsic Value100Multiplier25DDays to Expiry2.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5735Delta0.0485Gamma26.24Leverage Ratio-0.0565Theta-0.0386Rho-15.05Eff Leverage0.1160Vega