0.38Open0.43Pre Close447 Volume1.22K Open Interest11.50Strike Price21.80KTurnover39.75%IV0.09%PremiumDec 6, 2024Expiry Date0.52Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8838Delta0.4805Gamma20.33Leverage Ratio-0.0105Theta-0.0007Rho-17.97Eff Leverage0.0021Vega