0.18Open0.18Pre Close665 Volume817 Open Interest21.50Strike Price20.80KTurnover21.35%IV0.21%PremiumAug 2, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7838Delta0.7964Gamma59.70Leverage Ratio-0.0203Theta-0.0009Rho-46.79Eff Leverage0.0052Vega