3.70Open3.08Pre Close47 Volume921 Open Interest12.50Strike Price20.56KTurnover76.17%IV0.27%PremiumOct 18, 2024Expiry Date4.42Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9523Delta0.0325Gamma3.76Leverage Ratio-0.0086Theta0.0068Rho3.58Eff Leverage0.0040Vega