0.05Open0.09Pre Close9 Volume391 Open Interest88.00Strike Price22.00Turnover17.97%IV3.07%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0361Delta0.0566Gamma4270.00Leverage Ratio-0.0145Theta0.0003Rho154.21Eff Leverage0.0062Vega