0.07Open0.08Pre Close3 Volume666 Open Interest55.00Strike Price21.00Turnover41.55%IV19.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0397Delta0.0189Gamma656.00Leverage Ratio-0.0093Theta0.0010Rho26.04Eff Leverage0.0093Vega