0.01Open0.03Pre Close21 Volume161 Open Interest52.00Strike Price21.00Turnover64.16%IV16.04%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0067Delta0.0042Gamma6192.00Leverage Ratio-0.0067Theta0.0000Rho-41.69Eff Leverage0.0013Vega