0.01Open0.03Pre Close21 Volume271 Open Interest470.00Strike Price21.00Turnover47.07%IV14.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0018Delta0.0003Gamma41071.00Leverage Ratio-0.0089Theta0.0001Rho75.96Eff Leverage0.0024Vega