0.01Open0.02Pre Close21 Volume407 Open Interest17.43Strike Price21.00Turnover271.23%IV40.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0049Delta0.0024Gamma2914.01Leverage Ratio-0.0097Theta0.0000Rho-14.34Eff Leverage0.0003Vega