5.58Open5.75Pre Close36 Volume94 Open Interest60.00Strike Price19.87KTurnover30.55%IV0.95%PremiumAug 16, 2024Expiry Date5.48Intrinsic Value100Multiplier21DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.8725Delta0.0434Gamma10.56Leverage Ratio-0.0307Theta0.0301Rho9.21Eff Leverage0.0328Vega