0.45Open0.40Pre Close500 Volume520 Open Interest4.00Strike Price22.50KTurnover118.43%IV8.54%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5917Delta0.5176Gamma11.71Leverage Ratio-0.0175Theta0.0005Rho6.93Eff Leverage0.0025Vega