6.28Open5.10Pre Close36 Volume72 Open Interest47.00Strike Price22.74KTurnover76.86%IV6.73%PremiumNov 15, 2024Expiry Date3.09Intrinsic Value100Multiplier20DDays to Expiry3.37Extrinsic Value100Contract SizeAmericanOptions Type0.6751Delta0.0394Gamma9.36Leverage Ratio-0.0844Theta0.0160Rho6.32Eff Leverage0.0427Vega