0.21Open0.85Pre Close1 Volume23 Open Interest102.50Strike Price21.00Turnover67.59%IV6.72%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1454Delta0.0411Gamma237.63Leverage Ratio-0.2296Theta0.0010Rho34.54Eff Leverage0.0188Vega