103.98Open80.39Pre Close2 Volume99 Open Interest830.00Strike Price20.80KTurnover70.72%IV0.48%PremiumOct 18, 2024Expiry Date99.51Intrinsic Value100Multiplier4DDays to Expiry4.47Extrinsic Value100Contract SizeAmericanOptions Type0.9459Delta0.0016Gamma9.16Leverage Ratio-0.9517Theta0.0815Rho8.66Eff Leverage0.1045Vega