0.68Open1.19Pre Close300 Volume1.88K Open Interest60.00Strike Price21.23KTurnover26.08%IV0.57%PremiumJul 26, 2024Expiry Date0.33Intrinsic Value100Multiplier2DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.5880Delta0.2943Gamma85.24Leverage Ratio-0.1030Theta-0.0023Rho-50.12Eff Leverage0.0198Vega