0.06Open0.06Pre Close4.72K Volume13.12K Open Interest11.50Strike Price20.78KTurnover31.08%IV3.22%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2154Delta0.7854Gamma248.67Leverage Ratio-0.0135Theta0.0003Rho53.56Eff Leverage0.0035Vega