0.07Open0.10Pre Close3 Volume478 Open Interest66.00Strike Price21.00Turnover25.73%IV7.78%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0596Delta0.0311Gamma714.90Leverage Ratio-0.0137Theta-0.0017Rho-42.63Eff Leverage0.0175Vega