0.45Open0.11Pre Close676 Volume767 Open Interest15.50Strike Price21.42KTurnover5128.29%IV-0.44%PremiumOct 4, 2024Expiry Date0.34Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.5935Delta0.1881Gamma42.24Leverage Ratio-174.6113Theta0.0000Rho25.07Eff Leverage0.0002Vega