0.21Open0.55Pre Close1 Volume59 Open Interest7.50Strike Price21.00Turnover39.36%IV5.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4392Delta0.5410Gamma32.58Leverage Ratio-0.0066Theta0.0019Rho14.31Eff Leverage0.0073Vega