1.05Open2.21Pre Close420 Volume560 Open Interest4.50Strike Price21.05KTurnover128.51%IV0.40%PremiumDec 13, 2024Expiry Date0.23Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8112Delta0.8396Gamma17.20Leverage Ratio-0.0350Theta0.0001Rho13.96Eff Leverage0.0007Vega