2.85Open2.60Pre Close103 Volume3.63K Open Interest62.50Strike Price20.93KTurnover34.37%IV0.85%PremiumAug 16, 2024Expiry Date0.96Intrinsic Value100Multiplier4DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.6741Delta0.1555Gamma42.31Leverage Ratio-0.1128Theta0.0047Rho28.52Eff Leverage0.0243Vega