0.26Open0.36Pre Close2.01K Volume3.86K Open Interest36.50Strike Price21.89KTurnover58.60%IV10.89%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.0606Gamma507.38Leverage Ratio-0.0287Theta0.0003Rho35.01Eff Leverage0.0050Vega