0.68Open0.35Pre Close265 Volume3.56K Open Interest50.00Strike Price21.13KTurnover33.76%IV0.71%PremiumJan 17, 2025Expiry Date0.44Intrinsic Value100Multiplier2DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.6527Delta0.2836Gamma61.14Leverage Ratio-0.1311Theta0.0019Rho39.91Eff Leverage0.0142Vega