0.02Open0.03Pre Close2.77K Volume3.32K Open Interest5.00Strike Price21.20KTurnover32.49%IV0.59%PremiumJul 5, 2024Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.6819Delta2.6398Gamma56.22Leverage Ratio-0.0112Theta0.0002Rho38.34Eff Leverage0.0015Vega