0.05Open0.05Pre Close3 Volume641 Open Interest17.50Strike Price21.00Turnover56.24%IV14.68%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1057Delta0.1183Gamma204.40Leverage Ratio-0.0120Theta0.0005Rho21.61Eff Leverage0.0050Vega