2.77Open2.75Pre Close74 Volume417 Open Interest90.00Strike Price21.99KTurnover36.47%IV0.36%PremiumOct 11, 2024Expiry Date2.66Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8142Delta0.0870Gamma30.94Leverage Ratio-0.1468Theta0.0060Rho25.19Eff Leverage0.0226Vega