3.25Open3.55Pre Close52 Volume1.82K Open Interest73.00Strike Price21.09KTurnover430.98%IV0.39%PremiumJul 26, 2024Expiry Date4.01Intrinsic Value100Multiplier-1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9592Delta0.0367Gamma19.01Leverage Ratio-5.2567Theta0.0000Rho18.24Eff Leverage0.0005Vega