0.22Open1.28Pre Close1 Volume25 Open Interest630.00Strike Price22.00Turnover17.29%IV9.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0022Gamma2616.50Leverage Ratio-0.0306Theta0.0085Rho61.98Eff Leverage0.0813Vega