0.30Open0.50Pre Close853 Volume994 Open Interest9.00Strike Price21.88KTurnover99.92%IV8.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3521Delta0.3677Gamma37.96Leverage Ratio-0.0386Theta0.0004Rho13.36Eff Leverage0.0038Vega