0.51Open0.40Pre Close472 Volume2.52K Open Interest9.00Strike Price21.30KTurnover83.57%IV12.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.4168Delta0.2211Gamma17.68Leverage Ratio-0.0154Theta0.0019Rho7.37Eff Leverage0.0082Vega