0.32Open0.22Pre Close595 Volume762 Open Interest12.50Strike Price21.93KTurnover108.97%IV1.94%PremiumOct 18, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.6682Delta0.3499Gamma20.16Leverage Ratio-0.1087Theta0.0004Rho13.47Eff Leverage0.0035Vega