0.01Open0.02Pre Close22 Volume59 Open Interest93.00Strike Price22.00Turnover44.35%IV4.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0168Delta0.0251Gamma8937.00Leverage Ratio-0.0493Theta0.0000Rho150.30Eff Leverage0.0016Vega