0.03Open0.07Pre Close7 Volume26 Open Interest78.00Strike Price21.00Turnover51.64%IV11.25%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0279Delta0.0168Gamma1753.50Leverage Ratio-0.0248Theta0.0002Rho48.97Eff Leverage0.0047Vega