0.50Open0.45Pre Close689 Volume161 Open Interest22.50Strike Price22.64KTurnover78.05%IV24.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1797Delta0.0719Gamma56.40Leverage Ratio-0.0205Theta0.0019Rho10.13Eff Leverage0.0122Vega