0.47Open0.75Pre Close1.00K Volume1.07K Open Interest25.00Strike Price19.66KTurnover60.44%IV0.66%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.4969Delta1.2507Gamma332.20Leverage Ratio-0.4029Theta0.0001Rho165.07Eff Leverage0.0021Vega