0.83Open0.65Pre Close546 Volume719 Open Interest415.00Strike Price20.86KTurnover36.24%IV6.05%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0613Delta0.0084Gamma1044.45Leverage Ratio-0.2076Theta0.0024Rho63.98Eff Leverage0.0480Vega