0.11Open0.35Pre Close2 Volume110 Open Interest81.00Strike Price21.00Turnover21.02%IV6.05%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0765Delta0.0487Gamma764.70Leverage Ratio-0.0175Theta0.0019Rho58.50Eff Leverage0.0202Vega