3.31Open3.05Pre Close64 Volume105 Open Interest200.00Strike Price20.77KTurnover45.29%IV7.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.3094Delta0.0196Gamma57.16Leverage Ratio-0.2065Theta0.0243Rho17.69Eff Leverage0.1400Vega