0.68Open0.88Pre Close455 Volume951 Open Interest102.00Strike Price21.37KTurnover32.14%IV3.37%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.2137Delta0.0839Gamma238.75Leverage Ratio-0.1211Theta0.0025Rho51.02Eff Leverage0.0314Vega