21.30Open18.55Pre Close12 Volume62 Open Interest795.00Strike Price22.36KTurnover42.28%IV1.01%PremiumSep 27, 2024Expiry Date9.48Intrinsic Value100Multiplier4DDays to Expiry8.14Extrinsic Value100Contract SizeAmericanOptions Type0.6082Delta0.0108Gamma42.57Leverage Ratio-1.8877Theta0.0514Rho25.89Eff Leverage0.3228Vega