0.07Open0.11Pre Close6 Volume591 Open Interest83.50Strike Price21.00Turnover14.67%IV1.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0629Delta0.1681Gamma4123.00Leverage Ratio-0.0199Theta0.0002Rho259.31Eff Leverage0.0062Vega