0.11Open0.05Pre Close2 Volume27 Open Interest35.00Strike Price22.00Turnover103.18%IV46.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0535Delta0.0207Gamma217.18Leverage Ratio-0.0168Theta0.0005Rho11.63Eff Leverage0.0056Vega