0.07Open0.10Pre Close3 Volume245 Open Interest17.00Strike Price21.00Turnover56.05%IV18.57%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0703Delta0.0445Gamma207.90Leverage Ratio-0.0080Theta-0.0010Rho-14.61Eff Leverage0.0073Vega