5.90Open6.10Pre Close26.54K Volume43.89K Open Interest120.00Strike Price20.02MTurnover57.89%IV0.35%PremiumAug 23, 2024Expiry Date10.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.9116Delta0.0202Gamma12.50Leverage Ratio-0.1629Theta0.0120Rho11.40Eff Leverage0.0220Vega