0.15Open0.45Pre Close3 Volume65 Open Interest71.00Strike Price21.00Turnover41.01%IV3.46%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0468Delta0.0636Gamma2450.33Leverage Ratio-0.0750Theta-0.0001Rho-114.65Eff Leverage0.0037Vega