5.60Open4.19Pre Close42 Volume350 Open Interest27.50Strike Price21.96KTurnover209.17%IV0.53%PremiumNov 15, 2024Expiry Date4.88Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.9150Delta0.0385Gamma6.41Leverage Ratio-0.1673Theta0.0009Rho5.87Eff Leverage0.0030Vega