0.03Open0.02Pre Close11 Volume147 Open Interest81.00Strike Price21.00Turnover28.36%IV5.72%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0250Delta0.0274Gamma3832.00Leverage Ratio-0.0139Theta0.0002Rho95.98Eff Leverage0.0044Vega