0.10Open0.14Pre Close3 Volume176 Open Interest14.00Strike Price21.00Turnover54.14%IV19.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0553Delta0.0463Gamma172.80Leverage Ratio-0.0054Theta-0.0006Rho-9.56Eff Leverage0.0050Vega