0.81Open3.50Pre Close196 Volume66 Open Interest129.00Strike Price22.90KTurnover39.66%IV1.38%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.63Extrinsic Value100Contract SizeAmericanOptions Type0.3233Delta0.1500Gamma255.72Leverage Ratio-0.5448Theta0.0009Rho82.68Eff Leverage0.0217Vega