9.55Open9.00Pre Close21 Volume25 Open Interest537.50Strike Price20.14KTurnover975.16%IV0.20%PremiumNov 29, 2024Expiry Date9.30Intrinsic Value100Multiplier0DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7711Delta0.0277Gamma48.46Leverage Ratio-1019.5478Theta0.0000Rho-37.37Eff Leverage0.0034Vega