0.03Open0.05Pre Close10 Volume455 Open Interest110.00Strike Price22.00Turnover353.01%IV66.20%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0006Delta0.0000Gamma16270.50Leverage Ratio-0.0177Theta0.0000Rho-9.64Eff Leverage0.0007Vega