32.40Open24.30Pre Close11.30K Volume9.05K Open Interest440.00Strike Price20.71MTurnover108.80%IV0.35%PremiumDec 27, 2024Expiry Date14.13Intrinsic Value100Multiplier0DDays to Expiry1.57Extrinsic Value100Contract SizeAmericanOptions Type0.8308Delta0.0165Gamma29.20Leverage Ratio-5.5767Theta0.0035Rho24.26Eff Leverage0.0354Vega