0.22Open0.30Pre Close1.47K Volume3.89K Open Interest11.00Strike Price21.50KTurnover135.45%IV0.09%PremiumJul 26, 2024Expiry Date0.14Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.9005Delta1.6206Gamma74.90Leverage Ratio-0.4698Theta0.0000Rho-67.44Eff Leverage0.0001Vega