24.50Open16.29Pre Close9 Volume10 Open Interest267.50Strike Price22.14KTurnover43.54%IV1.12%PremiumOct 4, 2024Expiry Date22.05Intrinsic Value100Multiplier3DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type-0.9831Delta0.0064Gamma11.12Leverage Ratio-0.0250Theta-0.0086Rho-10.93Eff Leverage0.0096Vega