0.03Open0.02Pre Close12 Volume350 Open Interest43.00Strike Price22.00Turnover414.99%IV79.58%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0086Delta0.0042Gamma1596.67Leverage Ratio-0.0150Theta0.0000Rho13.74Eff Leverage0.0003Vega