0.60Open1.30Pre Close620 Volume1.18K Open Interest104.00Strike Price21.71KTurnover42.99%IV6.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0736Delta0.0361Gamma784.92Leverage Ratio-0.0777Theta0.0006Rho57.79Eff Leverage0.0125Vega