0.01Open0.02Pre Close21 Volume124 Open Interest88.00Strike Price21.00Turnover37.18%IV9.56%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0097Delta0.0084Gamma8033.00Leverage Ratio-0.0074Theta0.0001Rho77.89Eff Leverage0.0022Vega