55.72Open29.00Pre Close4 Volume11 Open Interest3260.00Strike Price21.75KTurnover20.30%IV1.35%PremiumJan 17, 2025Expiry Date8.78Intrinsic Value100Multiplier12DDays to Expiry44.22Extrinsic Value100Contract SizeAmericanOptions Type0.5518Delta0.0033Gamma58.90Leverage Ratio-2.2123Theta0.5874Rho32.50Eff Leverage2.3701Vega
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