99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover40.40%IV1.19%PremiumAug 16, 2024Expiry Date99.99Intrinsic Value100Multiplier18DDays to Expiry11.01Extrinsic Value100Contract SizeAmericanOptions Type0.9062Delta0.0020Gamma8.77Leverage Ratio-0.4834Theta0.3693Rho7.94Eff Leverage0.3471Vega