0.58Open0.56Pre Close570 Volume555 Open Interest7.00Strike Price21.68KTurnover122.43%IV4.56%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5344Delta0.4817Gamma20.65Leverage Ratio-0.0534Theta0.0003Rho11.03Eff Leverage0.0027Vega