0.05Open0.07Pre Close4 Volume650 Open Interest44.50Strike Price21.00Turnover119.68%IV14.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0448Delta0.0306Gamma704.55Leverage Ratio-0.0536Theta0.0001Rho31.53Eff Leverage0.0024Vega