11.00Open8.45Pre Close19 Volume51 Open Interest572.50Strike Price21.39KTurnover25.70%IV0.41%PremiumAug 2, 2024Expiry Date5.75Intrinsic Value100Multiplier4DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6315Delta0.0244Gamma60.61Leverage Ratio-0.6953Theta-0.0364Rho-38.28Eff Leverage0.2287Vega