2.64Open2.51Pre Close93 Volume623 Open Interest82.50Strike Price21.94KTurnover16.03%IV1.55%PremiumAug 16, 2024Expiry Date0.73Intrinsic Value100Multiplier23DDays to Expiry1.29Extrinsic Value100Contract SizeAmericanOptions Type0.6249Delta0.1107Gamma43.24Leverage Ratio-0.0344Theta0.0330Rho27.02Eff Leverage0.0810Vega