5.40Open8.38Pre Close40 Volume48 Open Interest39.00Strike Price21.60KTurnover3751.11%IV0.30%PremiumOct 18, 2024Expiry Date5.30Intrinsic Value100Multiplier-2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9524Delta0.0345Gamma6.30Leverage Ratio-71.7315Theta0.0000Rho-6.00Eff Leverage0.0001Vega