22.56Open22.92Pre Close1 Volume21 Open Interest45.00Strike Price2.26KTurnover478.93%IV0.44%PremiumAug 16, 2024Expiry Date22.46Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9859Delta0.0056Gamma1.00Leverage Ratio-0.0251Theta-0.0011Rho-0.99Eff Leverage0.0005Vega