0.07Open0.02Pre Close3 Volume17 Open Interest220.00Strike Price21.00Turnover45.07%IV19.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0141Delta0.0025Gamma2639.14Leverage Ratio-0.0216Theta0.0008Rho37.24Eff Leverage0.0115Vega