0.01Open0.02Pre Close21 Volume422 Open Interest45.00Strike Price21.00Turnover156.56%IV36.07%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0027Delta0.0007Gamma7037.00Leverage Ratio-0.0078Theta0.0000Rho-19.03Eff Leverage0.0006Vega