0.03Open0.07Pre Close7 Volume647 Open Interest40.00Strike Price21.00Turnover2602.08%IV10.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0433Gamma1208.00Leverage Ratio-50.0126Theta0.0000Rho47.13Eff Leverage0.0001Vega