35.60Open27.10Pre Close6 Volume15 Open Interest120.00Strike Price21.38KTurnover8719.08%IV0.26%PremiumNov 29, 2024Expiry Date35.44Intrinsic Value100Multiplier-1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.9761Delta0.0027Gamma4.33Leverage Ratio-624.6198Theta0.0000Rho4.23Eff Leverage0.0001Vega