0.02Open0.04Pre Close11 Volume59 Open Interest11.50Strike Price22.00Turnover68.57%IV11.15%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0498Delta0.1100Gamma646.00Leverage Ratio-0.0104Theta-0.0001Rho-32.19Eff Leverage0.0014Vega