0.13Open0.03Pre Close3 Volume543 Open Interest77.50Strike Price22.00Turnover61.40%IV25.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0211Delta0.0076Gamma1232.10Leverage Ratio-0.0140Theta0.0004Rho25.96Eff Leverage0.0055Vega