6.02Open5.10Pre Close35 Volume37 Open Interest35.00Strike Price21.27KTurnover76.77%IV1.48%PremiumJan 17, 2025Expiry Date5.50Intrinsic Value100Multiplier18DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.8305Delta0.0367Gamma6.48Leverage Ratio-0.0520Theta0.0134Rho5.38Eff Leverage0.0227Vega