5.03Open4.10Pre Close41 Volume435 Open Interest79.00Strike Price20.60KTurnover16.64%IV0.28%PremiumSep 20, 2024Expiry Date4.52Intrinsic Value100Multiplier27DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9097Delta0.0432Gamma16.79Leverage Ratio-0.0213Theta0.0521Rho15.27Eff Leverage0.0368Vega