0.03Open0.02Pre Close9 Volume166 Open Interest41.50Strike Price21.00Turnover53.83%IV4.50%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0696Delta0.1163Gamma1135.43Leverage Ratio-0.0350Theta0.0001Rho79.07Eff Leverage0.0029Vega