0.03Open0.05Pre Close7 Volume25 Open Interest7.50Strike Price21.00Turnover1462.73%IV8.82%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1310Delta0.4524Gamma230.67Leverage Ratio-6.3152Theta0.0000Rho30.22Eff Leverage0.0001Vega