22.56Open22.92Pre Close1 Volume21 Open Interest45.00Strike Price2.26KTurnover455.08%IV0.88%PremiumAug 16, 2024Expiry Date22.36Intrinsic Value100Multiplier1DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.9873Delta0.0053Gamma1.01Leverage Ratio-0.0212Theta-0.0011Rho-1.00Eff Leverage0.0005Vega