0.05Open0.20Pre Close5 Volume64 Open Interest20.00Strike Price21.00Turnover75.22%IV27.56%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0470Delta0.0454Gamma392.75Leverage Ratio-0.0084Theta0.0002Rho18.46Eff Leverage0.0028Vega