0.06Open0.10Pre Close4 Volume68 Open Interest64.75Strike Price21.00Turnover24.74%IV11.42%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0378Delta0.0243Gamma1163.20Leverage Ratio-0.0069Theta0.0012Rho43.92Eff Leverage0.0112Vega