0.07Open0.06Pre Close3.58K Volume31.83K Open Interest3.50Strike Price21.30KTurnover103.66%IV2.15%PremiumJul 19, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5574Delta1.7807Gamma34.85Leverage Ratio-0.0401Theta-0.0001Rho-19.43Eff Leverage0.0008Vega