5.00Open7.47Pre Close33 Volume105 Open Interest227.50Strike Price20.57KTurnover32.20%IV0.53%PremiumJul 19, 2024Expiry Date4.67Intrinsic Value100Multiplier4DDays to Expiry1.22Extrinsic Value100Contract SizeAmericanOptions Type0.7355Delta0.0413Gamma38.06Leverage Ratio-0.3533Theta0.0185Rho27.99Eff Leverage0.0805Vega