4.00Open3.54Pre Close56 Volume619 Open Interest15.50Strike Price21.03KTurnover138.92%IV0.50%PremiumAug 2, 2024Expiry Date2.66Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8837Delta0.0698Gamma6.49Leverage Ratio-0.0629Theta0.0016Rho5.73Eff Leverage0.0039Vega