0.15Open0.03Pre Close895 Volume3.82K Open Interest168.00Strike Price22.65KTurnover54.62%IV6.25%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.0246Gamma487.37Leverage Ratio-0.2248Theta0.0010Rho48.26Eff Leverage0.0226Vega