0.21Open0.35Pre Close1 Volume36 Open Interest270.00Strike Price21.00Turnover45.11%IV21.69%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.0143Delta0.0009Gamma1640.48Leverage Ratio-0.0285Theta-0.0028Rho-23.45Eff Leverage0.0322Vega