0.45Open0.38Pre Close265 Volume236 Open Interest31.00Strike Price19.37KTurnover16.67%IV1.56%PremiumSep 20, 2024Expiry Date0.36Intrinsic Value100Multiplier26DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.6413Delta0.2659Gamma38.01Leverage Ratio-0.0127Theta0.0139Rho24.38Eff Leverage0.0315Vega