0.05Open0.01Pre Close5 Volume138 Open Interest405.00Strike Price21.00Turnover48.77%IV11.72%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0006Gamma36252.00Leverage Ratio-0.0099Theta0.0001Rho90.77Eff Leverage0.0022Vega