0.15Open0.10Pre Close879 Volume634 Open Interest2.00Strike Price21.91KTurnover179.48%IV22.37%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.5259Delta0.4834Gamma6.75Leverage Ratio-0.0076Theta0.0004Rho3.55Eff Leverage0.0018Vega