0.03Open0.07Pre Close7 Volume26 Open Interest78.00Strike Price21.00Turnover52.16%IV11.54%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0277Delta0.0166Gamma1749.00Leverage Ratio-0.0249Theta0.0002Rho48.51Eff Leverage0.0047Vega