0.58Open0.56Pre Close570 Volume240 Open Interest7.00Strike Price21.68KTurnover113.49%IV4.56%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.5347Delta0.4820Gamma20.65Leverage Ratio-0.0454Theta0.0004Rho11.04Eff Leverage0.0029Vega