0.22Open0.47Pre Close1 Volume15 Open Interest1.50Strike Price22.00Turnover148.52%IV8.57%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier14DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5354Delta0.9821Gamma6.36Leverage Ratio-0.0058Theta-0.0003Rho-3.41Eff Leverage0.0011Vega