0.06Open0.12Pre Close3 Volume123 Open Interest24.00Strike Price22.00Turnover103.68%IV19.39%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0794Delta0.0635Gamma252.13Leverage Ratio-0.0356Theta0.0002Rho20.02Eff Leverage0.0033Vega