0.80Open0.47Pre Close258 Volume1.35K Open Interest36.00Strike Price19.78KTurnover55.64%IV1.10%PremiumDec 6, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.6554Delta0.3316Gamma56.36Leverage Ratio-0.2492Theta0.0007Rho36.93Eff Leverage0.0074Vega