0.05Open0.05Pre Close5.57K Volume11 Open Interest45.00Strike Price21.30KTurnover14.23%IV2.14%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0968Delta0.2584Gamma1469.17Leverage Ratio-0.0135Theta0.0005Rho142.20Eff Leverage0.0080Vega