0.03Open0.05Pre Close8 Volume30 Open Interest110.00Strike Price21.00Turnover30.72%IV19.15%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0092Delta0.0037Gamma4617.00Leverage Ratio-0.0039Theta0.0005Rho42.26Eff Leverage0.0054Vega