0.05Open0.04Pre Close6 Volume265 Open Interest20.50Strike Price21.00Turnover434.32%IV77.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0197Delta0.0158Gamma577.50Leverage Ratio-0.0200Theta0.0000Rho11.35Eff Leverage0.0003Vega