2.48Open2.40Pre Close79 Volume338 Open Interest5.00Strike Price19.59KTurnover92.76%IV0.54%PremiumJan 17, 2025Expiry Date2.44Intrinsic Value100Multiplier22DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9693Delta0.0409Gamma3.01Leverage Ratio-0.0032Theta0.0029Rho2.91Eff Leverage0.0013Vega