21.65Open22.20Pre Close2 Volume381 Open Interest170.00Strike Price4.33KTurnover26.49%IV0.29%PremiumDec 20, 2024Expiry Date21.09Intrinsic Value100Multiplier21DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9718Delta0.0053Gamma8.83Leverage Ratio-0.0376Theta0.0947Rho8.58Eff Leverage0.0297Vega