0.01Open0.03Pre Close8 Volume174 Open Interest5.00Strike Price21.00Turnover148.79%IV73.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0940Delta0.1602Gamma72.75Leverage Ratio-0.0041Theta0.0001Rho6.84Eff Leverage0.0012Vega