1.09Open3.23Pre Close200 Volume4 Open Interest93.00Strike Price21.80KTurnover14.35%IV0.73%PremiumOct 18, 2024Expiry Date0.41Intrinsic Value100Multiplier11DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.5967Delta0.1623Gamma74.73Leverage Ratio-0.0480Theta0.0173Rho44.59Eff Leverage0.0643Vega