0.01Open0.02Pre Close18 Volume415 Open Interest20.50Strike Price21.00Turnover22.18%IV3.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1114Delta0.4051Gamma795.40Leverage Ratio-0.0105Theta0.0002Rho88.59Eff Leverage0.0040Vega