0.03Open0.03Pre Close17 Volume265 Open Interest87.00Strike Price21.00Turnover52.38%IV9.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0166Delta0.0122Gamma3167.80Leverage Ratio-0.0179Theta0.0001Rho52.70Eff Leverage0.0027Vega