2.62Open3.19Pre Close113 Volume580 Open Interest119.00Strike Price21.76KTurnover18.85%IV0.74%PremiumNov 29, 2024Expiry Date0.97Intrinsic Value100Multiplier4DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.6768Delta0.1570Gamma79.45Leverage Ratio-0.1265Theta0.0081Rho53.77Eff Leverage0.0435Vega