0.01Open0.07Pre Close21 Volume115 Open Interest8.00Strike Price21.00Turnover158.12%IV36.22%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0496Delta0.0996Gamma294.00Leverage Ratio-0.0104Theta0.0000Rho14.59Eff Leverage0.0007Vega