7.65Open6.30Pre Close46 Volume1.66K Open Interest370.00Strike Price20.03KTurnover38.68%IV1.01%PremiumOct 18, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry3.73Extrinsic Value100Contract SizeAmericanOptions Type0.4899Delta0.0367Gamma80.49Leverage Ratio-1.2101Theta0.0102Rho39.43Eff Leverage0.1121Vega