0.05Open0.11Pre Close3 Volume60 Open Interest32.50Strike Price21.00Turnover23.80%IV1.18%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.2967Delta0.6431Gamma322.00Leverage Ratio-0.0586Theta0.0005Rho95.54Eff Leverage0.0078Vega