3.70Open4.95Pre Close117 Volume43 Open Interest332.50Strike Price19.77KTurnover38.52%IV3.52%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.1239Delta0.0199Gamma537.41Leverage Ratio-0.4391Theta-0.0025Rho-66.58Eff Leverage0.0546Vega