0.40Open0.45Pre Close482 Volume1.14K Open Interest57.50Strike Price20.76KTurnover12.77%IV2.81%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier29DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3397Delta0.1803Gamma132.51Leverage Ratio-0.0155Theta0.0149Rho45.01Eff Leverage0.0582Vega