0.06Open0.07Pre Close5 Volume289 Open Interest130.00Strike Price21.00Turnover133.28%IV25.85%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0005Gamma8764.25Leverage Ratio-0.0189Theta0.0000Rho-28.51Eff Leverage0.0014Vega