0.38Open0.58Pre Close754 Volume1.92K Open Interest11.00Strike Price21.04KTurnover110.45%IV8.41%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.3051Delta0.2921Gamma43.13Leverage Ratio-0.0544Theta0.0003Rho13.16Eff Leverage0.0038Vega