0.11Open0.06Pre Close2 Volume30 Open Interest45.00Strike Price22.00Turnover24.96%IV6.58%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1307Delta0.0717Gamma240.25Leverage Ratio-0.0132Theta-0.0035Rho-31.41Eff Leverage0.0252Vega