0.81Open1.71Pre Close187 Volume346 Open Interest66.00Strike Price19.60KTurnover45.58%IV1.33%PremiumAug 2, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.5319Delta0.1219Gamma44.19Leverage Ratio-0.1538Theta-0.0040Rho-23.50Eff Leverage0.0285Vega