32.15Open25.49Pre Close6.25K Volume6.94K Open Interest377.50Strike Price21.15MTurnover106.27%IV0.11%PremiumDec 13, 2024Expiry Date47.27Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.9547Delta0.0031Gamma8.86Leverage Ratio-0.6030Theta0.0161Rho8.46Eff Leverage0.0272Vega