0.54Open0.99Pre Close390 Volume2.22K Open Interest10.50Strike Price21.65KTurnover110.84%IV0.14%PremiumJul 26, 2024Expiry Date0.61Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8347Delta0.3098Gamma15.98Leverage Ratio-0.0637Theta0.0004Rho13.34Eff Leverage0.0018Vega