0.15Open0.03Pre Close891 Volume3.82K Open Interest168.00Strike Price22.53KTurnover54.68%IV6.08%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0989Delta0.0246Gamma488.18Leverage Ratio-0.2245Theta0.0010Rho48.27Eff Leverage0.0226Vega