6.78Open7.00Pre Close31 Volume77 Open Interest200.00Strike Price20.40KTurnover26.15%IV1.74%PremiumJul 19, 2024Expiry Date2.97Intrinsic Value100Multiplier17DDays to Expiry3.53Extrinsic Value100Contract SizeAmericanOptions Type0.6284Delta0.0321Gamma30.75Leverage Ratio-0.1431Theta0.0594Rho19.32Eff Leverage0.1701Vega