0.06Open0.07Pre Close3 Volume140 Open Interest30.00Strike Price22.00Turnover51.73%IV7.51%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0826Delta0.0839Gamma462.29Leverage Ratio-0.0300Theta-0.0003Rho-38.20Eff Leverage0.0053Vega