0.22Open1.28Pre Close1 Volume25 Open Interest630.00Strike Price22.00Turnover17.11%IV9.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0022Gamma2616.50Leverage Ratio-0.0301Theta0.0087Rho62.01Eff Leverage0.0822Vega