0.11Open0.15Pre Close2 Volume634 Open Interest2.50Strike Price22.00Turnover51.95%IV5.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.4431Delta1.4038Gamma25.20Leverage Ratio-0.0032Theta-0.0005Rho-11.17Eff Leverage0.0021Vega