0.01Open0.02Pre Close21 Volume251 Open Interest103.00Strike Price21.00Turnover77.31%IV8.49%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0073Delta0.0049Gamma11255.00Leverage Ratio-0.0447Theta0.0000Rho-82.29Eff Leverage0.0011Vega