0.25Open0.35Pre Close2.29K Volume3.74K Open Interest5490.00Strike Price20.24KTurnover80.85%IV2.23%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0035Delta0.0002Gamma112307.00Leverage Ratio-6.2545Theta0.0000Rho-389.47Eff Leverage0.0061Vega