0.06Open0.04Pre Close4 Volume103 Open Interest127.00Strike Price21.00Turnover28.68%IV5.28%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0247Delta0.0155Gamma3829.14Leverage Ratio-0.0243Theta-0.0003Rho-94.47Eff Leverage0.0075Vega