11.60Open10.60Pre Close17 Volume399 Open Interest445.00Strike Price20.19KTurnover23.79%IV2.75%PremiumAug 16, 2024Expiry Date0.04Intrinsic Value100Multiplier22DDays to Expiry12.26Extrinsic Value100Contract SizeAmericanOptions Type0.5020Delta0.0153Gamma39.91Leverage Ratio-0.2656Theta0.1301Rho20.04Eff Leverage0.4375Vega