0.05Open0.57Pre Close5 Volume107 Open Interest245.00Strike Price21.00Turnover1047.88%IV5.66%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0033Gamma23188.00Leverage Ratio-23.0858Theta0.0000Rho139.89Eff Leverage0.0001Vega