0.05Open0.05Pre Close3 Volume641 Open Interest17.50Strike Price21.00Turnover51.63%IV14.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1058Delta0.1186Gamma204.40Leverage Ratio-0.0102Theta0.0006Rho21.63Eff Leverage0.0055Vega