11.40Open17.80Pre Close20 Volume16 Open Interest827.50Strike Price21.18KTurnover48.02%IV2.35%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry14.16Extrinsic Value100Contract SizeAmericanOptions Type0.4510Delta0.0117Gamma73.42Leverage Ratio-2.8409Theta0.0262Rho33.11Eff Leverage0.2780Vega