11.95Open8.37Pre Close20 Volume299 Open Interest46.00Strike Price22.75KTurnover266.36%IV0.43%PremiumOct 11, 2024Expiry Date9.86Intrinsic Value100Multiplier4DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.8045Delta0.0174Gamma4.64Leverage Ratio-0.5559Theta0.0037Rho3.73Eff Leverage0.0165Vega