99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover41.09%IV0.97%PremiumAug 16, 2024Expiry Date102.01Intrinsic Value100Multiplier18DDays to Expiry8.99Extrinsic Value100Contract SizeAmericanOptions Type0.9022Delta0.0020Gamma8.72Leverage Ratio-0.5014Theta0.3673Rho7.87Eff Leverage0.3578Vega