5.54Open4.70Pre Close41 Volume20 Open Interest139.00Strike Price21.70KTurnover65.69%IV0.44%PremiumSep 13, 2024Expiry Date4.37Intrinsic Value100Multiplier3DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.7149Delta0.0407Gamma24.10Leverage Ratio-0.5427Theta0.0076Rho17.23Eff Leverage0.0431Vega