0.04Open0.02Pre Close6 Volume499 Open Interest18.00Strike Price21.00Turnover31.70%IV10.75%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0670Delta0.1242Gamma542.67Leverage Ratio-0.0046Theta0.0004Rho36.37Eff Leverage0.0043Vega