0.38Open0.30Pre Close802 Volume114 Open Interest232.50Strike Price20.72KTurnover69.54%IV4.35%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0840Delta0.0200Gamma809.20Leverage Ratio-0.7607Theta-0.0004Rho-67.97Eff Leverage0.0171Vega