0.07Open0.11Pre Close5 Volume37 Open Interest385.00Strike Price21.00Turnover60.13%IV18.14%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0010Gamma5013.85Leverage Ratio-0.0411Theta0.0003Rho42.14Eff Leverage0.0083Vega