5.52Open5.60Pre Close26 Volume316 Open Interest403.00Strike Price19.66KTurnover25.13%IV0.79%PremiumAug 2, 2024Expiry Date5.49Intrinsic Value100Multiplier1DDays to Expiry3.21Extrinsic Value100Contract SizeAmericanOptions Type0.7765Delta0.0398Gamma62.13Leverage Ratio-0.6494Theta0.0166Rho48.24Eff Leverage0.0892Vega