10.80Open11.03Pre Close20 Volume461 Open Interest175.00Strike Price21.54KTurnover38.41%IV1.08%PremiumJul 12, 2024Expiry Date8.24Intrinsic Value100Multiplier3DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.9038Delta0.0258Gamma21.25Leverage Ratio-0.1858Theta0.0139Rho19.20Eff Leverage0.0294Vega