19.50Open9.23Pre Close11 Volume35 Open Interest115.00Strike Price21.45KTurnover119.70%IV0.18%PremiumJul 19, 2024Expiry Date19.26Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9203Delta0.0096Gamma6.75Leverage Ratio-0.3273Theta0.0096Rho6.21Eff Leverage0.0191Vega