0.65Open0.81Pre Close419 Volume336 Open Interest4.50Strike Price20.90KTurnover8273.86%IV1.96%PremiumDec 27, 2024Expiry Date0.42Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7550Delta0.5856Gamma10.46Leverage Ratio-92.0847Theta0.0000Rho-7.90Eff Leverage0.0000Vega