0.01Open0.04Pre Close21 Volume29 Open Interest55.00Strike Price21.00Turnover113.85%IV29.13%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0173Delta0.0085Gamma1420.00Leverage Ratio-0.0209Theta0.0001Rho24.54Eff Leverage0.0019Vega