0.02Open0.02Pre Close21 Volume266 Open Interest18.50Strike Price22.00Turnover95.51%IV15.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0154Delta0.0217Gamma2196.00Leverage Ratio-0.0086Theta0.0000Rho-33.78Eff Leverage0.0007Vega