0.10Open0.15Pre Close3 Volume55 Open Interest225.00Strike Price21.00Turnover33.37%IV6.61%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0234Delta0.0065Gamma3211.60Leverage Ratio-0.0466Theta-0.0006Rho-75.11Eff Leverage0.0140Vega