0.48Open0.35Pre Close535 Volume641 Open Interest46.50Strike Price20.27KTurnover32.83%IV0.24%PremiumJul 26, 2024Expiry Date0.05Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6692Delta0.6663Gamma290.31Leverage Ratio-0.2103Theta-0.0004Rho-194.27Eff Leverage0.0060Vega