0.04Open0.10Pre Close5 Volume500 Open Interest41.00Strike Price21.00Turnover62.04%IV7.07%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0682Delta0.0776Gamma766.80Leverage Ratio-0.0447Theta0.0001Rho52.26Eff Leverage0.0036Vega