0.81Open1.71Pre Close187 Volume346 Open Interest66.00Strike Price19.60KTurnover45.79%IV1.33%PremiumAug 2, 2024Expiry Date0.38Intrinsic Value100Multiplier4DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.5319Delta0.1220Gamma44.19Leverage Ratio-0.1554Theta-0.0039Rho-23.50Eff Leverage0.0284Vega