2.45Open3.10Pre Close69 Volume377 Open Interest105.00Strike Price21.27KTurnover31.48%IV3.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.5056Delta0.0490Gamma29.16Leverage Ratio-0.0805Theta0.0305Rho14.74Eff Leverage0.1032Vega