11.70Open11.50Pre Close18 Volume486 Open Interest275.00Strike Price22.23KTurnover55.16%IV0.79%PremiumDec 20, 2024Expiry Date9.34Intrinsic Value100Multiplier3DDays to Expiry2.11Extrinsic Value100Contract SizeAmericanOptions Type-0.6994Delta0.0252Gamma23.35Leverage Ratio-0.7718Theta-0.0156Rho-16.33Eff Leverage0.0872Vega