0.10Open0.12Pre Close3 Volume23 Open Interest21.50Strike Price21.00Turnover135.60%IV21.83%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0367Delta0.0206Gamma457.17Leverage Ratio-0.0336Theta-0.0001Rho-16.78Eff Leverage0.0023Vega