5.52Open5.60Pre Close26 Volume316 Open Interest403.00Strike Price19.66KTurnover24.56%IV0.79%PremiumAug 2, 2024Expiry Date5.49Intrinsic Value100Multiplier1DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type0.7771Delta0.0398Gamma62.13Leverage Ratio-0.6215Theta0.0173Rho48.28Eff Leverage0.0910Vega