0.07Open0.11Pre Close3 Volume25 Open Interest35.50Strike Price21.00Turnover73.85%IV10.12%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0739Delta0.0476Gamma394.20Leverage Ratio-0.0504Theta-0.0003Rho-29.13Eff Leverage0.0056Vega