3.70Open5.73Pre Close60 Volume92 Open Interest110.00Strike Price21.95KTurnover43.60%IV0.99%PremiumDec 20, 2024Expiry Date2.39Intrinsic Value100Multiplier8DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.6281Delta0.0521Gamma27.08Leverage Ratio-0.1833Theta0.0147Rho17.01Eff Leverage0.0630Vega