0.21Open0.25Pre Close1 Volume68 Open Interest15.00Strike Price21.00Turnover63.58%IV4.54%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.3363Delta0.3733Gamma69.29Leverage Ratio-0.0466Theta0.0005Rho23.30Eff Leverage0.0056Vega