0.07Open0.11Pre Close5 Volume37 Open Interest385.00Strike Price21.00Turnover60.08%IV18.28%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0010Gamma4650.43Leverage Ratio-0.0411Theta0.0003Rho39.10Eff Leverage0.0083Vega