5.90Open7.25Pre Close41 Volume153 Open Interest592.50Strike Price19.60KTurnover24.42%IV1.25%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry5.10Extrinsic Value100Contract SizeAmericanOptions Type0.4529Delta0.0262Gamma115.73Leverage Ratio-0.8319Theta0.0288Rho52.41Eff Leverage0.2452Vega