0.07Open0.11Pre Close5 Volume37 Open Interest385.00Strike Price21.00Turnover59.87%IV18.19%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0011Gamma5012.00Leverage Ratio-0.0411Theta0.0003Rho42.25Eff Leverage0.0084Vega