0.02Open0.02Pre Close11 Volume26 Open Interest81.00Strike Price21.00Turnover145.05%IV1.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0321Delta0.0909Gamma8252.00Leverage Ratio-1.6687Theta0.0000Rho-265.30Eff Leverage0.0004Vega