99.36Open111.20Pre Close2 Volume6 Open Interest825.00Strike Price21.04KTurnover40.67%IV1.21%PremiumAug 16, 2024Expiry Date99.83Intrinsic Value100Multiplier18DDays to Expiry11.18Extrinsic Value100Contract SizeAmericanOptions Type0.9078Delta0.0020Gamma8.82Leverage Ratio-0.4817Theta0.3699Rho8.01Eff Leverage0.3431Vega