0.50Open0.10Pre Close641 Volume479 Open Interest7.00Strike Price21.45KTurnover92.39%IV16.37%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3146Delta0.2897Gamma27.69Leverage Ratio-0.0135Theta0.0008Rho8.71Eff Leverage0.0047Vega