0.11Open0.28Pre Close2 Volume11 Open Interest89.00Strike Price21.00Turnover200.47%IV5.18%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0772Delta0.0496Gamma847.10Leverage Ratio-1.9004Theta0.0000Rho65.36Eff Leverage0.0021Vega