4.00Open4.50Pre Close47 Volume633 Open Interest128.00Strike Price19.87KTurnover58.18%IV2.15%PremiumAug 2, 2024Expiry Date1.57Intrinsic Value100Multiplier4DDays to Expiry2.79Extrinsic Value100Contract SizeAmericanOptions Type0.5928Delta0.0476Gamma31.41Leverage Ratio-0.4043Theta0.0085Rho18.62Eff Leverage0.0544Vega