0.10Open0.14Pre Close3 Volume62 Open Interest29.50Strike Price21.00Turnover345.08%IV46.10%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0438Delta0.0220Gamma289.14Leverage Ratio-0.0699Theta0.0000Rho12.66Eff Leverage0.0011Vega