11.95Open8.37Pre Close20 Volume299 Open Interest46.00Strike Price22.75KTurnover275.90%IV0.45%PremiumOct 11, 2024Expiry Date9.85Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7965Delta0.0172Gamma4.62Leverage Ratio-0.5897Theta0.0036Rho3.68Eff Leverage0.0169Vega