0.21Open0.18Pre Close1 Volume2.14K Open Interest86.00Strike Price21.00Turnover15.81%IV2.67%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1790Delta0.1253Gamma419.85Leverage Ratio-0.0319Theta0.0037Rho75.14Eff Leverage0.0345Vega