0.04Open0.05Pre Close6 Volume616 Open Interest1.50Strike Price21.00Turnover389.05%IV16.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1679Delta0.8131Gamma58.33Leverage Ratio-0.0519Theta0.0000Rho-9.79Eff Leverage0.0002Vega