0.12Open0.15Pre Close975 Volume344 Open Interest11.50Strike Price22.06KTurnover101.32%IV5.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3979Delta0.3498Gamma37.80Leverage Ratio-0.0662Theta0.0004Rho15.04Eff Leverage0.0042Vega