0.15Open0.13Pre Close982 Volume1.50K Open Interest6.00Strike Price21.03KTurnover69.02%IV7.13%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.3906Delta0.4270Gamma22.85Leverage Ratio-0.0104Theta-0.0011Rho-8.93Eff Leverage0.0050Vega