11.95Open8.37Pre Close20 Volume299 Open Interest46.00Strike Price22.75KTurnover273.06%IV0.38%PremiumOct 11, 2024Expiry Date9.89Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7980Delta0.0173Gamma4.62Leverage Ratio-0.5806Theta0.0037Rho3.69Eff Leverage0.0168Vega