0.02Open0.04Pre Close11 Volume59 Open Interest11.50Strike Price22.00Turnover67.70%IV11.08%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0505Delta0.1129Gamma645.50Leverage Ratio-0.0104Theta-0.0001Rho-32.60Eff Leverage0.0014Vega