0.80Open1.50Pre Close313 Volume32 Open Interest26.00Strike Price21.12KTurnover55.71%IV0.83%PremiumNov 29, 2024Expiry Date0.46Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6922Delta0.3713Gamma41.02Leverage Ratio-0.1311Theta0.0007Rho28.40Eff Leverage0.0060Vega