21.40Open29.00Pre Close10 Volume5 Open Interest430.00Strike Price21.40KTurnover12.98%IV0.65%PremiumJan 17, 2025Expiry Date18.74Intrinsic Value100Multiplier25DDays to Expiry2.66Extrinsic Value100Contract SizeAmericanOptions Type-0.9598Delta0.0204Gamma21.25Leverage Ratio-0.0110Theta-0.0477Rho-20.40Eff Leverage0.0733Vega