10.35Open8.52Pre Close15 Volume152 Open Interest285.00Strike Price21.27KTurnover34.71%IV0.06%PremiumOct 25, 2024Expiry Date14.26Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.9292Delta0.0156Gamma18.70Leverage Ratio-0.1323Theta-0.0175Rho-17.38Eff Leverage0.0365Vega