35.50Open44.07Pre Close6 Volume50 Open Interest160.00Strike Price21.30KTurnover213.32%IV0.52%PremiumDec 20, 2024Expiry Date34.48Intrinsic Value100Multiplier1DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.9562Delta0.0040Gamma5.59Leverage Ratio-0.4525Theta0.0047Rho5.34Eff Leverage0.0101Vega