0.02Open0.02Pre Close9 Volume881 Open Interest39.00Strike Price22.00Turnover32.27%IV3.45%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0689Delta0.1597Gamma1509.20Leverage Ratio-0.0232Theta0.0001Rho103.94Eff Leverage0.0034Vega