0.01Open0.01Pre Close21 Volume235 Open Interest71.00Strike Price21.00Turnover50.08%IV7.90%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0130Delta0.0151Gamma6581.00Leverage Ratio-0.0099Theta0.0000Rho85.83Eff Leverage0.0015Vega