6.42Open6.07Pre Close33 Volume429 Open Interest185.00Strike Price21.20KTurnover57.91%IV9.16%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry6.45Extrinsic Value100Contract SizeAmericanOptions Type0.3974Delta0.0154Gamma28.06Leverage Ratio-0.2282Theta0.0385Rho11.15Eff Leverage0.1673Vega