99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover38.42%IV1.61%PremiumAug 16, 2024Expiry Date96.16Intrinsic Value100Multiplier18DDays to Expiry14.84Extrinsic Value100Contract SizeAmericanOptions Type0.9098Delta0.0020Gamma8.98Leverage Ratio-0.4529Theta0.3729Rho8.17Eff Leverage0.3368Vega