11.01Open9.65Pre Close20 Volume511 Open Interest120.00Strike Price21.22KTurnover26.99%IV0.59%PremiumDec 20, 2024Expiry Date9.52Intrinsic Value100Multiplier22DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8901Delta0.0219Gamma12.57Leverage Ratio-0.0491Theta0.0630Rho11.19Eff Leverage0.0596Vega