0.05Open0.25Pre Close5 Volume729 Open Interest135.00Strike Price21.00Turnover141.29%IV2.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0376Delta0.0413Gamma4615.67Leverage Ratio-2.0446Theta0.0000Rho-173.62Eff Leverage0.0012Vega