0.37Open0.20Pre Close652 Volume691 Open Interest14.00Strike Price21.71KTurnover59.03%IV1.51%PremiumDec 4, 2024Expiry Date0.12Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5768Delta0.6651Gamma45.51Leverage Ratio-0.0706Theta-0.0004Rho-26.25Eff Leverage0.0039Vega