22.50Open22.50Pre Close0 Volume1 Open Interest125.00Strike Price0.00Turnover34.63%IV0.78%PremiumDec 20, 2024Expiry Date21.36Intrinsic Value100Multiplier27DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.9596Delta0.0063Gamma6.65Leverage Ratio-0.0358Theta0.0887Rho6.38Eff Leverage0.0348Vega