0.21Open0.85Pre Close1 Volume23 Open Interest102.50Strike Price21.00Turnover75.15%IV6.72%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1453Delta0.0410Gamma237.63Leverage Ratio-0.2774Theta0.0008Rho34.52Eff Leverage0.0169Vega