0.01Open0.04Pre Close15 Volume451 Open Interest33.50Strike Price21.00Turnover30.93%IV6.26%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0367Delta0.0773Gamma2103.00Leverage Ratio-0.0086Theta0.0001Rho77.13Eff Leverage0.0027Vega