0.35Open0.40Pre Close745 Volume2.20K Open Interest25.50Strike Price19.99KTurnover46.75%IV0.58%PremiumDec 27, 2024Expiry Date0.16Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6488Delta0.8555Gamma96.83Leverage Ratio-0.1744Theta0.0002Rho62.82Eff Leverage0.0034Vega