0.01Open0.02Pre Close21 Volume323 Open Interest35.50Strike Price21.00Turnover50.85%IV4.78%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0454Delta0.0901Gamma3727.00Leverage Ratio-0.0200Theta-0.0001Rho-169.19Eff Leverage0.0020Vega