10.27Open14.29Pre Close34.64K Volume1.25K Open Interest232.50Strike Price21.50MTurnover56.39%IV2.24%PremiumAug 2, 2024Expiry Date0.40Intrinsic Value100Multiplier3DDays to Expiry5.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4961Delta0.0289Gamma41.08Leverage Ratio-0.7093Theta-0.0124Rho-20.38Eff Leverage0.0977Vega