2.25Open2.10Pre Close99 Volume369 Open Interest2.00Strike Price20.71KTurnover303.82%IV1.36%PremiumDec 20, 2024Expiry Date2.04Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9447Delta0.0524Gamma1.97Leverage Ratio-0.0108Theta0.0005Rho1.86Eff Leverage0.0008Vega