0.60Open0.80Pre Close358 Volume189 Open Interest30.00Strike Price21.60KTurnover15.70%IV0.68%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6343Delta0.3395Gamma43.78Leverage Ratio-0.0077Theta-0.0092Rho-27.77Eff Leverage0.0277Vega