0.03Open0.10Pre Close7 Volume52 Open Interest67.00Strike Price21.00Turnover36.28%IV7.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0321Delta0.0297Gamma2079.83Leverage Ratio-0.0175Theta0.0002Rho66.72Eff Leverage0.0048Vega