0.03Open0.05Pre Close7 Volume28 Open Interest12.50Strike Price21.00Turnover73.92%IV10.59%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0853Delta0.1978Gamma377.67Leverage Ratio-0.0172Theta0.0001Rho32.20Eff Leverage0.0017Vega