5.45Open5.15Pre Close46.88K Volume11.20K Open Interest355.00Strike Price21.60MTurnover50.76%IV1.75%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry4.65Extrinsic Value100Contract SizeAmericanOptions Type0.4675Delta0.0296Gamma75.20Leverage Ratio-1.5364Theta0.0090Rho35.16Eff Leverage0.1053Vega