20.10Open20.70Pre Close6 Volume4 Open Interest44.00Strike Price12.22KTurnover180.30%IV0.06%PremiumSep 27, 2024Expiry Date20.46Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9907Delta0.0023Gamma3.15Leverage Ratio-0.0348Theta0.0038Rho3.12Eff Leverage0.0015Vega