0.11Open0.06Pre Close2 Volume30 Open Interest45.00Strike Price22.00Turnover25.52%IV6.66%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1275Delta0.0684Gamma240.48Leverage Ratio-0.0133Theta-0.0035Rho-30.67Eff Leverage0.0250Vega