6.60Open6.85Pre Close43 Volume14 Open Interest39.00Strike Price22.25KTurnover160.01%IV2.30%PremiumDec 6, 2024Expiry Date4.71Intrinsic Value100Multiplier2DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.8455Delta0.0562Gamma6.53Leverage Ratio-0.2121Theta-0.0018Rho-5.52Eff Leverage0.0063Vega