2.66Open4.10Pre Close118 Volume239 Open Interest205.00Strike Price20.99KTurnover25.49%IV1.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.3576Delta0.0772Gamma173.63Leverage Ratio-0.3078Theta-0.0058Rho-62.08Eff Leverage0.0709Vega