0.02Open0.04Pre Close11 Volume59 Open Interest11.50Strike Price22.00Turnover68.81%IV11.04%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0497Delta0.1095Gamma645.25Leverage Ratio-0.0104Theta-0.0001Rho-32.07Eff Leverage0.0014Vega