3.95Open6.60Pre Close54 Volume75 Open Interest90.00Strike Price21.33KTurnover41.73%IV0.36%PremiumDec 6, 2024Expiry Date3.76Intrinsic Value100Multiplier3DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8766Delta0.0601Gamma23.44Leverage Ratio-0.1295Theta0.0059Rho20.55Eff Leverage0.0166Vega