0.03Open0.10Pre Close7 Volume194 Open Interest8.00Strike Price21.00Turnover135.01%IV5.80%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1541Delta0.6214Gamma253.00Leverage Ratio-0.0892Theta0.0000Rho38.99Eff Leverage0.0007Vega