5.30Open6.24Pre Close42 Volume2.74K Open Interest65.00Strike Price22.17KTurnover26.50%IV0.53%PremiumOct 18, 2024Expiry Date4.83Intrinsic Value100Multiplier15DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.9189Delta0.0400Gamma13.69Leverage Ratio-0.0264Theta0.0243Rho12.58Eff Leverage0.0212Vega