0.12Open0.10Pre Close459 Volume12 Open Interest413.00Strike Price22.61KTurnover12.24%IV0.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.2560Delta0.0679Gamma565.05Leverage Ratio-0.2566Theta0.0093Rho144.64Eff Leverage0.1244Vega