0.07Open0.15Pre Close3 Volume125 Open Interest45.00Strike Price21.00Turnover16.75%IV4.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1021Delta0.1218Gamma614.43Leverage Ratio-0.0090Theta0.0018Rho62.72Eff Leverage0.0155Vega