11.50Open7.25Pre Close20 Volume56 Open Interest107.00Strike Price22.73KTurnover73.02%IV1.27%PremiumJan 17, 2025Expiry Date9.75Intrinsic Value100Multiplier2DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type0.9393Delta0.0185Gamma11.79Leverage Ratio-0.1555Theta0.0058Rho11.08Eff Leverage0.0107Vega