0.38Open0.58Pre Close753 Volume1.92K Open Interest11.00Strike Price21.01KTurnover109.16%IV9.09%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3072Delta0.2958Gamma47.76Leverage Ratio-0.0540Theta0.0003Rho14.67Eff Leverage0.0038Vega