0.15Open0.29Pre Close399 Volume726 Open Interest103.00Strike Price21.25KTurnover26.78%IV1.65%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.3140Delta0.1579Gamma226.33Leverage Ratio-0.1782Theta0.0021Rho71.07Eff Leverage0.0298Vega