0.01Open0.01Pre Close21 Volume128 Open Interest50.00Strike Price21.00Turnover113.53%IV38.84%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0069Delta0.0042Gamma2401.33Leverage Ratio-0.0070Theta0.0000Rho16.57Eff Leverage0.0008Vega