0.20Open0.25Pre Close770 Volume856 Open Interest7.00Strike Price21.87KTurnover97.66%IV5.15%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4659Delta0.5331Gamma27.58Leverage Ratio-0.0355Theta0.0004Rho12.85Eff Leverage0.0030Vega