0.02Open0.02Pre Close9 Volume881 Open Interest39.00Strike Price22.00Turnover28.27%IV3.45%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.1601Gamma1509.20Leverage Ratio-0.0201Theta0.0002Rho104.06Eff Leverage0.0039Vega