0.03Open0.05Pre Close7 Volume79 Open Interest7.00Strike Price21.00Turnover96.45%IV13.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1078Delta0.3076Gamma205.67Leverage Ratio-0.0141Theta0.0001Rho22.18Eff Leverage0.0012Vega