0.03Open0.07Pre Close7 Volume132 Open Interest63.00Strike Price21.00Turnover81.37%IV11.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0256Delta0.0189Gamma1879.33Leverage Ratio-0.0293Theta0.0001Rho48.03Eff Leverage0.0023Vega