0.03Open0.05Pre Close7 Volume34 Open Interest227.50Strike Price21.00Turnover90.47%IV15.30%PremiumOct 25, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0080Delta0.0019Gamma6578.00Leverage Ratio-0.0300Theta0.0001Rho52.75Eff Leverage0.0028Vega