0.08Open0.05Pre Close3 Volume369 Open Interest212.50Strike Price21.00Turnover47.17%IV7.44%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0140Delta0.0058Gamma6594.33Leverage Ratio-0.0299Theta0.0001Rho92.13Eff Leverage0.0047Vega