0.21Open0.27Pre Close1 Volume139 Open Interest36.00Strike Price21.00Turnover31.40%IV2.05%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.2869Delta0.3349Gamma197.51Leverage Ratio-0.0632Theta-0.0008Rho-56.67Eff Leverage0.0110Vega