0.01Open0.02Pre Close22 Volume3 Open Interest5.50Strike Price22.00Turnover702.91%IV45.48%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0098Delta0.0094Gamma1007.00Leverage Ratio-0.0584Theta0.0000Rho-9.83Eff Leverage0.0001Vega