0.03Open0.47Pre Close7 Volume255 Open Interest355.00Strike Price21.00Turnover60.54%IV13.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0072Delta0.0008Gamma6845.17Leverage Ratio-0.0466Theta-0.0003Rho-49.46Eff Leverage0.0082Vega