10.80Open10.80Pre Close20 Volume224 Open Interest27.50Strike Price21.60KTurnover60.01%IV0.60%PremiumDec 20, 2024Expiry Date10.57Intrinsic Value100Multiplier32DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.9732Delta0.0091Gamma3.54Leverage Ratio-0.0095Theta0.0233Rho3.45Eff Leverage0.0070Vega