0.20Open0.35Pre Close1.26K Volume9.58K Open Interest7.50Strike Price22.13KTurnover46.35%IV2.39%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.5343Delta0.8470Gamma37.60Leverage Ratio-0.0151Theta0.0007Rho20.09Eff Leverage0.0040Vega