0.10Open0.31Pre Close2 Volume449 Open Interest85.00Strike Price21.00Turnover82.36%IV8.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1579Delta0.0278Gamma123.84Leverage Ratio-0.2213Theta-0.0019Rho-19.56Eff Leverage0.0254Vega