0.21Open0.36Pre Close1 Volume121 Open Interest80.00Strike Price21.00Turnover21.19%IV8.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0852Delta0.0398Gamma494.00Leverage Ratio-0.0140Theta0.0038Rho42.10Eff Leverage0.0288Vega