0.03Open0.10Pre Close6 Volume668 Open Interest57.50Strike Price22.00Turnover108.86%IV32.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0237Delta0.0095Gamma871.40Leverage Ratio-0.0250Theta0.0002Rho20.66Eff Leverage0.0030Vega