32.15Open25.49Pre Close6.25K Volume6.94K Open Interest377.50Strike Price21.15MTurnover110.82%IV0.11%PremiumDec 13, 2024Expiry Date47.27Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.9543Delta0.0032Gamma8.86Leverage Ratio-0.6199Theta0.0149Rho8.46Eff Leverage0.0263Vega