3.60Open3.53Pre Close61 Volume1.49K Open Interest40.00Strike Price20.88KTurnover79.03%IV8.05%PremiumAug 16, 2024Expiry Date0.23Intrinsic Value100Multiplier23DDays to Expiry3.24Extrinsic Value100Contract SizeAmericanOptions Type0.5581Delta0.0487Gamma11.83Leverage Ratio-0.0709Theta0.0124Rho6.60Eff Leverage0.0405Vega