21.57Open21.05Pre Close4 Volume1 Open Interest35.00Strike Price8.63KTurnover527.37%IV0.24%PremiumDec 6, 2024Expiry Date21.46Intrinsic Value100Multiplier2DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9215Delta0.0066Gamma2.63Leverage Ratio-0.7160Theta0.0016Rho2.42Eff Leverage0.0061Vega