0.03Open0.25Pre Close8 Volume48 Open Interest39.50Strike Price21.00Turnover414.09%IV64.70%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0122Delta0.0062Gamma1199.75Leverage Ratio-0.0747Theta0.0000Rho14.59Eff Leverage0.0004Vega