6.90Open7.78Pre Close34 Volume46 Open Interest63.50Strike Price21.92KTurnover110.64%IV2.04%PremiumSep 6, 2024Expiry Date5.11Intrinsic Value100Multiplier4DDays to Expiry1.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7526Delta0.0480Gamma9.73Leverage Ratio-0.2756Theta-0.0047Rho-7.32Eff Leverage0.0188Vega