0.03Open0.25Pre Close7 Volume560 Open Interest2200.00Strike Price21.00Turnover2054.75%IV9.64%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type-0.0013Delta0.0001Gamma81157.52Leverage Ratio-174.7724Theta0.0000Rho-103.56Eff Leverage0.0002Vega