0.21Open0.50Pre Close1 Volume600 Open Interest18.00Strike Price21.00Turnover23.53%IV3.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.3166Delta0.3355Gamma81.91Leverage Ratio-0.0080Theta-0.0032Rho-25.93Eff Leverage0.0161Vega