0.42Open0.44Pre Close540 Volume931 Open Interest4.00Strike Price21.70KTurnover78.64%IV0.34%PremiumNov 8, 2024Expiry Date0.44Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9399Delta0.3716Gamma9.75Leverage Ratio-0.0059Theta0.0003Rho9.16Eff Leverage0.0005Vega