2.55Open2.55Pre Close60 Volume2.20K Open Interest62.50Strike Price20.05KTurnover39.18%IV1.22%PremiumDec 20, 2024Expiry Date2.88Intrinsic Value100Multiplier15DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.6889Delta0.0750Gamma16.34Leverage Ratio-0.0517Theta-0.0154Rho-11.25Eff Leverage0.0430Vega