0.45Open0.38Pre Close265 Volume236 Open Interest31.00Strike Price19.37KTurnover16.70%IV1.56%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier26DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.6412Delta0.2658Gamma38.01Leverage Ratio-0.0128Theta0.0139Rho24.37Eff Leverage0.0314Vega