0.15Open0.22Pre Close2 Volume82 Open Interest890.00Strike Price22.00Turnover50.28%IV11.86%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0062Delta0.0005Gamma11366.71Leverage Ratio-0.0630Theta0.0004Rho70.83Eff Leverage0.0123Vega