0.02Open0.02Pre Close11 Volume26 Open Interest81.00Strike Price21.00Turnover347.29%IV1.69%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0976Gamma8238.00Leverage Ratio-10.2712Theta0.0000Rho-274.63Eff Leverage0.0002Vega