0.03Open0.24Pre Close5 Volume112 Open Interest61.00Strike Price21.00Turnover79.88%IV10.67%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0259Gamma1103.30Leverage Ratio-0.0455Theta0.0001Rho43.04Eff Leverage0.0034Vega