0.28Open0.74Pre Close172.03K Volume11.90K Open Interest541.00Strike Price20.35MTurnover18.26%IV0.17%PremiumJul 30, 2024Expiry Date1.37Intrinsic Value100Multiplier0DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.5689Delta0.1095Gamma235.65Leverage Ratio-1.4528Theta-0.0038Rho-134.07Eff Leverage0.0774Vega