1.09Open3.23Pre Close200 Volume4 Open Interest93.00Strike Price21.80KTurnover14.40%IV0.73%PremiumOct 18, 2024Expiry Date0.41Intrinsic Value100Multiplier11DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type0.5966Delta0.1623Gamma74.73Leverage Ratio-0.0483Theta0.0171Rho44.58Eff Leverage0.0642Vega