0.02Open0.09Pre Close13 Volume119 Open Interest45.50Strike Price22.00Turnover59.66%IV5.35%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0207Delta0.0383Gamma4806.00Leverage Ratio-0.0396Theta0.0000Rho-99.33Eff Leverage0.0011Vega