8.60Open10.17Pre Close28 Volume231 Open Interest225.00Strike Price20.86KTurnover39.88%IV5.12%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry6.50Extrinsic Value100Contract SizeAmericanOptions Type0.4536Delta0.0205Gamma35.81Leverage Ratio-0.2354Theta0.0451Rho16.24Eff Leverage0.1920Vega