0.05Open0.12Pre Close4 Volume40 Open Interest80.50Strike Price21.00Turnover12.92%IV2.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1112Delta0.1690Gamma1316.17Leverage Ratio-0.0240Theta0.0011Rho146.39Eff Leverage0.0164Vega