0.20Open0.16Pre Close332 Volume421 Open Interest77.00Strike Price19.50KTurnover990.78%IV0.32%PremiumDec 13, 2024Expiry Date0.06Intrinsic Value100Multiplier-1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.5422Delta0.5846Gamma248.19Leverage Ratio-477.2674Theta0.0000Rho-134.58Eff Leverage0.0003Vega