11.80Open12.80Pre Close18 Volume2.45K Open Interest42.50Strike Price21.50KTurnover168.32%IV0.10%PremiumJul 19, 2024Expiry Date11.92Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9650Delta0.0154Gamma2.55Leverage Ratio-0.0386Theta-0.0029Rho-2.46Eff Leverage0.0024Vega