0.01Open0.02Pre Close15 Volume287 Open Interest450.00Strike Price21.00Turnover33.91%IV9.64%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0025Delta0.0006Gamma41044.00Leverage Ratio-0.0089Theta0.0001Rho104.25Eff Leverage0.0031Vega