3.65Open5.70Pre Close108 Volume140 Open Interest68.00Strike Price21.40KTurnover160.40%IV12.48%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.1906Delta0.0255Gamma63.43Leverage Ratio-0.5322Theta-0.0012Rho-12.09Eff Leverage0.0181Vega