0.01Open0.08Pre Close19 Volume996 Open Interest257.00Strike Price21.00Turnover27.40%IV3.70%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0081Delta0.0060Gamma24785.00Leverage Ratio-0.0100Theta0.0001Rho201.87Eff Leverage0.0030Vega