21.96Open21.40Pre Close10 Volume20 Open Interest730.00Strike Price21.99KTurnover34.76%IV4.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry22.05Extrinsic Value100Contract SizeAmericanOptions Type0.4767Delta0.0062Gamma32.20Leverage Ratio-0.5818Theta0.2080Rho15.35Eff Leverage0.7309Vega