0.06Open0.06Pre Close3.26K Volume91.03K Open Interest79.00Strike Price22.61KTurnover3.75%IV1.31%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1604Delta0.3417Gamma1300.67Leverage Ratio-0.0057Theta0.0074Rho208.65Eff Leverage0.0453Vega