35.80Open63.25Pre Close6 Volume1 Open Interest575.00Strike Price22.27KTurnover71.71%IV0.16%PremiumAug 16, 2024Expiry Date37.67Intrinsic Value100Multiplier1DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type-0.9424Delta0.0052Gamma14.08Leverage Ratio-0.4800Theta-0.0145Rho-13.27Eff Leverage0.0367Vega