21.96Open24.35Pre Close10 Volume15 Open Interest90.00Strike Price21.96KTurnover243.38%IV0.48%PremiumSep 20, 2024Expiry Date21.42Intrinsic Value100Multiplier1DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.9685Delta0.0054Gamma5.16Leverage Ratio-0.5199Theta0.0021Rho5.00Eff Leverage0.0039Vega