3.70Open2.95Pre Close50 Volume683 Open Interest60.00Strike Price21.95KTurnover46.40%IV2.43%PremiumAug 16, 2024Expiry Date3.25Intrinsic Value100Multiplier25DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6443Delta0.0542Gamma12.20Leverage Ratio-0.0460Theta-0.0237Rho-7.86Eff Leverage0.0560Vega