12.15Open11.60Pre Close18 Volume16 Open Interest40.00Strike Price21.86KTurnover465.41%IV0.56%PremiumJul 26, 2024Expiry Date13.17Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9752Delta0.0073Gamma4.16Leverage Ratio-0.5763Theta0.0004Rho4.06Eff Leverage0.0010Vega