0.01Open0.03Pre Close6 Volume2.81K Open Interest3.00Strike Price21.00Turnover2952.53%IV93.02%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1299Delta0.2849Gamma39.38Leverage Ratio-0.8404Theta0.0000Rho5.11Eff Leverage0.0001Vega