0.76Open0.80Pre Close349 Volume10.61K Open Interest7.00Strike Price21.77KTurnover541.20%IV0.76%PremiumDec 20, 2024Expiry Date0.40Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7427Delta0.6882Gamma13.20Leverage Ratio-1.2443Theta0.0000Rho-9.80Eff Leverage0.0003Vega