0.40Open0.35Pre Close264 Volume1.18K Open Interest13.00Strike Price20.93KTurnover93.82%IV1.25%PremiumAug 16, 2024Expiry Date0.64Intrinsic Value100Multiplier5DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.6829Delta0.2231Gamma13.64Leverage Ratio-0.0532Theta0.0013Rho9.31Eff Leverage0.0061Vega