0.03Open0.04Pre Close7 Volume311 Open Interest113.00Strike Price21.00Turnover25.70%IV4.27%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0197Delta0.0173Gamma5900.60Leverage Ratio-0.0157Theta-0.0002Rho-115.97Eff Leverage0.0051Vega