0.63Open0.42Pre Close528 Volume454 Open Interest84.00Strike Price21.09KTurnover63.37%IV6.75%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0708Delta0.0379Gamma583.96Leverage Ratio-0.0971Theta0.0003Rho41.32Eff Leverage0.0076Vega