19.57Open16.65Pre Close11 Volume13 Open Interest85.00Strike Price21.53KTurnover57.99%IV4.06%PremiumDec 20, 2024Expiry Date15.49Intrinsic Value100Multiplier31DDays to Expiry4.08Extrinsic Value100Contract SizeAmericanOptions Type0.8622Delta0.0129Gamma5.88Leverage Ratio-0.0682Theta0.0599Rho5.07Eff Leverage0.0649Vega