0.01Open0.01Pre Close21 Volume806 Open Interest1.50Strike Price21.00Turnover193.17%IV28.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0521Delta0.2529Gamma207.00Leverage Ratio-0.0049Theta0.0000Rho-10.79Eff Leverage0.0002Vega