0.04Open0.05Pre Close6 Volume25 Open Interest96.50Strike Price21.00Turnover29.25%IV2.20%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0790Delta0.1046Gamma1889.40Leverage Ratio-0.1072Theta0.0002Rho149.29Eff Leverage0.0071Vega