0.21Open0.40Pre Close1 Volume10 Open Interest21.00Strike Price21.00Turnover26.79%IV6.21%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2023Delta0.2488Gamma159.76Leverage Ratio-0.0103Theta0.0018Rho32.32Eff Leverage0.0119Vega