0.45Open0.11Pre Close676 Volume767 Open Interest15.50Strike Price21.42KTurnover2051.85%IV-0.44%PremiumOct 4, 2024Expiry Date0.34Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8261Delta0.6926Gamma42.24Leverage Ratio-100.5095Theta0.0000Rho34.90Eff Leverage0.0000Vega