0.07Open0.10Pre Close3 Volume575 Open Interest130.00Strike Price22.00Turnover39.21%IV15.54%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0265Delta0.0075Gamma1407.25Leverage Ratio-0.0192Theta0.0010Rho37.27Eff Leverage0.0127Vega