0.11Open0.06Pre Close2 Volume30 Open Interest45.00Strike Price22.00Turnover25.11%IV6.62%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.1300Delta0.0709Gamma240.35Leverage Ratio-0.0133Theta-0.0035Rho-31.24Eff Leverage0.0251Vega