0.01Open0.01Pre Close21 Volume3.40K Open Interest12.50Strike Price21.00Turnover2910.03%IV24.73%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0250Delta0.0534Gamma1003.00Leverage Ratio-5.7419Theta0.0000Rho25.12Eff Leverage0.0000Vega