0.05Open0.03Pre Close5 Volume6.53K Open Interest70.00Strike Price21.00Turnover51.55%IV11.87%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0203Gamma1252.40Leverage Ratio-0.0254Theta0.0003Rho43.18Eff Leverage0.0056Vega