4.75Open6.40Pre Close56 Volume91 Open Interest747.50Strike Price20.92KTurnover30.52%IV3.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.50Extrinsic Value100Contract SizeAmericanOptions Type-0.1961Delta0.0110Gamma276.70Leverage Ratio-0.8243Theta-0.0163Rho-54.27Eff Leverage0.2274Vega