0.07Open0.26Pre Close3 Volume18 Open Interest69.00Strike Price21.00Turnover67.32%IV12.37%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0310Delta0.0124Gamma1123.71Leverage Ratio-0.0399Theta-0.0003Rho-34.83Eff Leverage0.0059Vega