0.04Open0.06Pre Close5 Volume119 Open Interest215.00Strike Price22.00Turnover46.13%IV9.02%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0118Delta0.0042Gamma6574.33Leverage Ratio-0.0275Theta0.0002Rho77.80Eff Leverage0.0050Vega