3.97Open2.33Pre Close62 Volume394 Open Interest167.50Strike Price21.46KTurnover35.55%IV1.31%PremiumAug 2, 2024Expiry Date1.56Intrinsic Value100Multiplier2DDays to Expiry2.22Extrinsic Value100Contract SizeAmericanOptions Type0.6409Delta0.0741Gamma56.73Leverage Ratio-0.4210Theta0.0074Rho36.36Eff Leverage0.0531Vega