0.11Open0.13Pre Close2 Volume100 Open Interest19.50Strike Price21.00Turnover47.90%IV4.43%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1913Delta0.2801Gamma193.33Leverage Ratio-0.0364Theta-0.0004Rho-36.98Eff Leverage0.0055Vega