0.03Open0.03Pre Close7 Volume421 Open Interest20.00Strike Price21.00Turnover20.83%IV7.63%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0764Delta0.1614Gamma620.33Leverage Ratio-0.0034Theta0.0007Rho47.42Eff Leverage0.0061Vega