0.07Open0.13Pre Close3 Volume550 Open Interest21.50Strike Price21.00Turnover58.57%IV5.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1201Delta0.1859Gamma349.23Leverage Ratio-0.0418Theta-0.0002Rho-41.96Eff Leverage0.0037Vega