0.07Open0.11Pre Close6 Volume594 Open Interest83.50Strike Price21.00Turnover14.23%IV1.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0629Delta0.1683Gamma4123.00Leverage Ratio-0.0197Theta0.0002Rho259.43Eff Leverage0.0064Vega