0.11Open0.28Pre Close2 Volume11 Open Interest89.00Strike Price21.00Turnover192.33%IV5.08%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0774Delta0.0499Gamma847.90Leverage Ratio-1.7628Theta0.0000Rho65.66Eff Leverage0.0022Vega