0.03Open0.11Pre Close4 Volume252 Open Interest22.00Strike Price22.00Turnover65.73%IV1.57%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.2720Delta0.6997Gamma278.50Leverage Ratio-0.2083Theta-0.0001Rho-75.76Eff Leverage0.0024Vega