6.80Open6.80Pre Close23 Volume0 Open Interest822.50Strike Price20.40KTurnover70.09%IV0.11%PremiumJul 26, 2024Expiry Date5.11Intrinsic Value100Multiplier-1DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.8858Delta0.0453Gamma154.69Leverage Ratio-20.7061Theta0.0004Rho137.03Eff Leverage0.0118Vega