9.00Open8.20Pre Close27 Volume375 Open Interest220.00Strike Price22.36KTurnover20.13%IV2.01%PremiumAug 16, 2024Expiry Date3.60Intrinsic Value100Multiplier25DDays to Expiry4.50Extrinsic Value100Contract SizeAmericanOptions Type0.6552Delta0.0308Gamma30.84Leverage Ratio-0.1062Theta0.0983Rho20.21Eff Leverage0.2188Vega