0.01Open0.02Pre Close21 Volume407 Open Interest17.43Strike Price21.00Turnover258.96%IV39.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0026Gamma2871.03Leverage Ratio-0.0096Theta0.0000Rho-14.72Eff Leverage0.0003Vega