0.02Open0.01Pre Close11 Volume147 Open Interest89.00Strike Price22.00Turnover61.67%IV13.57%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0132Delta0.0077Gamma3919.00Leverage Ratio-0.0165Theta0.0001Rho51.73Eff Leverage0.0024Vega