0.01Open0.01Pre Close21 Volume249 Open Interest40.50Strike Price21.00Turnover73.21%IV11.46%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0122Gamma4573.00Leverage Ratio-0.0097Theta0.0000Rho-52.68Eff Leverage0.0010Vega