0.11Open0.14Pre Close2 Volume940 Open Interest185.00Strike Price21.00Turnover23.71%IV12.39%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0327Delta0.0073Gamma1317.60Leverage Ratio-0.0155Theta0.0034Rho43.05Eff Leverage0.0307Vega