0.54Open0.60Pre Close404 Volume4.38K Open Interest10.00Strike Price21.75KTurnover114.16%IV1.14%PremiumNov 1, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6822Delta0.4804Gamma17.96Leverage Ratio-0.0891Theta-0.0003Rho-12.25Eff Leverage0.0023Vega