6.70Open6.80Pre Close46.06K Volume5.61K Open Interest210.00Strike Price19.96MTurnover57.34%IV2.20%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry3.82Extrinsic Value100Contract SizeAmericanOptions Type0.4826Delta0.0384Gamma55.06Leverage Ratio-0.8564Theta0.0073Rho26.57Eff Leverage0.0721Vega