0.08Open0.10Pre Close540 Volume202 Open Interest25.50Strike Price21.01KTurnover225.95%IV9.12%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.3678Delta0.1216Gamma41.83Leverage Ratio-0.6397Theta0.0003Rho15.39Eff Leverage0.0052Vega