0.15Open0.22Pre Close2 Volume82 Open Interest890.00Strike Price22.00Turnover55.48%IV11.86%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0062Delta0.0005Gamma11366.71Leverage Ratio-0.0669Theta0.0003Rho70.80Eff Leverage0.0112Vega