0.11Open0.15Pre Close2 Volume213 Open Interest21.00Strike Price21.00Turnover59.51%IV9.68%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1068Delta0.0978Gamma231.40Leverage Ratio-0.0246Theta-0.0005Rho-24.72Eff Leverage0.0058Vega