106.88Open99.15Pre Close2 Volume2 Open Interest175.00Strike Price21.38KTurnover1459.93%IV0.60%PremiumJul 12, 2024Expiry Date105.19Intrinsic Value100Multiplier0DDays to Expiry1.69Extrinsic Value100Contract SizeAmericanOptions Type0.9992Delta0.0001Gamma2.66Leverage Ratio-1.1403Theta0.0002Rho2.66Eff Leverage0.0001Vega