111.81Open86.28Pre Close2 Volume159 Open Interest590.00Strike Price22.39KTurnover100.30%IV0.33%PremiumDec 20, 2024Expiry Date110.50Intrinsic Value100Multiplier3DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.9851Delta0.0010Gamma4.29Leverage Ratio-0.1327Theta-0.0237Rho-4.22Eff Leverage0.0166Vega