0.20Open0.10Pre Close494 Volume794 Open Interest22.50Strike Price21.38KTurnover42.44%IV3.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.4180Delta0.3062Gamma59.15Leverage Ratio-0.0396Theta0.0016Rho24.72Eff Leverage0.0117Vega