111.81Open86.28Pre Close2 Volume159 Open Interest590.00Strike Price22.39KTurnover112.02%IV0.06%PremiumDec 20, 2024Expiry Date111.81Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.9751Delta0.0013Gamma4.25Leverage Ratio-0.2888Theta-0.0298Rho-4.15Eff Leverage0.0258Vega