0.07Open0.10Pre Close3 Volume476 Open Interest66.00Strike Price21.00Turnover24.14%IV7.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0469Delta0.0277Gamma1021.29Leverage Ratio-0.0107Theta-0.0013Rho-47.90Eff Leverage0.0143Vega