0.35Open0.36Pre Close510 Volume6.90K Open Interest14.50Strike Price20.70KTurnover41.75%IV0.34%PremiumAug 16, 2024Expiry Date0.36Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7906Delta0.6188Gamma35.38Leverage Ratio-0.0354Theta0.0006Rho27.97Eff Leverage0.0032Vega