0.01Open0.03Pre Close22 Volume24 Open Interest192.50Strike Price22.00Turnover57.22%IV7.96%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0059Delta0.0031Gamma17831.00Leverage Ratio-0.0100Theta0.0000Rho104.34Eff Leverage0.0016Vega