4.50Open3.10Pre Close52 Volume83 Open Interest427.50Strike Price22.05KTurnover20.52%IV0.69%PremiumDec 6, 2024Expiry Date0.54Intrinsic Value100Multiplier4DDays to Expiry2.93Extrinsic Value100Contract SizeAmericanOptions Type-0.5120Delta0.0442Gamma112.36Leverage Ratio-0.4721Theta-0.0213Rho-57.52Eff Leverage0.1761Vega