2.66Open4.10Pre Close118 Volume239 Open Interest205.00Strike Price20.99KTurnover25.83%IV1.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type-0.3577Delta0.0772Gamma173.63Leverage Ratio-0.3175Theta-0.0057Rho-62.10Eff Leverage0.0699Vega