0.35Open0.25Pre Close400 Volume962 Open Interest8.00Strike Price22.15KTurnover106.62%IV0.34%PremiumDec 27, 2024Expiry Date0.77Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9063Delta0.2657Gamma10.96Leverage Ratio-0.0264Theta0.0003Rho9.93Eff Leverage0.0010Vega