99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover41.13%IV1.19%PremiumAug 16, 2024Expiry Date99.99Intrinsic Value100Multiplier18DDays to Expiry11.01Extrinsic Value100Contract SizeAmericanOptions Type0.9019Delta0.0020Gamma8.86Leverage Ratio-0.5026Theta0.3672Rho7.99Eff Leverage0.3586Vega