11.36Open14.64Pre Close19 Volume3 Open Interest625.00Strike Price22.37KTurnover30.70%IV0.11%PremiumSep 27, 2024Expiry Date11.83Intrinsic Value100Multiplier1DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.9130Delta0.0178Gamma51.99Leverage Ratio-0.9893Theta0.0117Rho47.46Eff Leverage0.0458Vega