5.60Open3.44Pre Close44 Volume81 Open Interest447.50Strike Price21.45KTurnover62.79%IV2.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry5.30Extrinsic Value100Contract SizeAmericanOptions Type0.4274Delta0.0165Gamma61.01Leverage Ratio-1.9558Theta0.0134Rho26.07Eff Leverage0.1488Vega