0.01Open0.01Pre Close11 Volume279 Open Interest177.50Strike Price21.00Turnover24.62%IV5.08%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0150Delta0.0099Gamma8447.00Leverage Ratio-0.0163Theta0.0002Rho126.39Eff Leverage0.0058Vega