0.40Open0.38Pre Close468 Volume971 Open Interest295.00Strike Price21.78KTurnover63.93%IV11.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.0599Delta0.0064Gamma517.88Leverage Ratio-0.2237Theta0.0019Rho31.01Eff Leverage0.0348Vega