99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover39.82%IV0.97%PremiumAug 16, 2024Expiry Date102.01Intrinsic Value100Multiplier18DDays to Expiry8.99Extrinsic Value100Contract SizeAmericanOptions Type0.9121Delta0.0019Gamma8.72Leverage Ratio-0.4613Theta0.3721Rho7.96Eff Leverage0.3313Vega