0.21Open0.55Pre Close1 Volume59 Open Interest7.50Strike Price21.00Turnover39.78%IV5.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.4391Delta0.5407Gamma32.58Leverage Ratio-0.0067Theta0.0019Rho14.30Eff Leverage0.0072Vega