2.80Open2.65Pre Close68 Volume11 Open Interest24.00Strike Price21.12KTurnover66.82%IV1.23%PremiumOct 18, 2024Expiry Date2.94Intrinsic Value100Multiplier16DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.8051Delta0.0960Gamma6.58Leverage Ratio-0.0233Theta-0.0069Rho-5.30Eff Leverage0.0121Vega