19.11Open19.45Pre Close11 Volume418 Open Interest147.00Strike Price21.52KTurnover82.46%IV2.23%PremiumDec 13, 2024Expiry Date16.85Intrinsic Value100Multiplier2DDays to Expiry2.90Extrinsic Value100Contract SizeAmericanOptions Type-0.9847Delta0.0062Gamma7.71Leverage Ratio-0.0250Theta-0.0035Rho-7.59Eff Leverage0.0034Vega