5.35Open5.58Pre Close39 Volume2 Open Interest123.00Strike Price20.78KTurnover48.44%IV0.08%PremiumAug 2, 2024Expiry Date5.05Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7918Delta0.0431Gamma21.61Leverage Ratio-0.2464Theta0.0110Rho17.11Eff Leverage0.0393Vega