2.50Open1.70Pre Close68 Volume490 Open Interest120.00Strike Price22.70KTurnover23.67%IV0.90%PremiumOct 18, 2024Expiry Date2.99Intrinsic Value100Multiplier11DDays to Expiry1.11Extrinsic Value100Contract SizeAmericanOptions Type0.7401Delta0.0628Gamma30.75Leverage Ratio-0.0856Theta0.0274Rho22.76Eff Leverage0.0707Vega