3.30Open4.70Pre Close52 Volume2.76K Open Interest180.00Strike Price20.89KTurnover10.42%IV0.19%PremiumJan 17, 2025Expiry Date3.87Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.9102Delta0.0538Gamma44.31Leverage Ratio-0.0461Theta0.0404Rho40.33Eff Leverage0.0467Vega