0.27Open0.77Pre Close478 Volume440 Open Interest27.50Strike Price20.10KTurnover51.28%IV1.41%PremiumNov 8, 2024Expiry Date0.09Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.5460Delta0.4044Gamma62.70Leverage Ratio-0.1355Theta0.0007Rho34.24Eff Leverage0.0076Vega