0.02Open0.05Pre Close11 Volume838 Open Interest7.50Strike Price21.00Turnover253.34%IV27.07%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0351Delta0.1032Gamma591.00Leverage Ratio-0.0297Theta0.0000Rho20.77Eff Leverage0.0002Vega