0.86Open1.21Pre Close418 Volume623 Open Interest452.00Strike Price21.59KTurnover16.08%IV0.79%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1103Delta0.0606Gamma2719.21Leverage Ratio-0.4304Theta0.0009Rho299.80Eff Leverage0.0363Vega