0.50Open0.53Pre Close519 Volume1.05K Open Interest5.00Strike Price22.19KTurnover74.08%IV6.86%PremiumAug 16, 2024Expiry Date0.10Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5861Delta0.3951Gamma11.33Leverage Ratio-0.0082Theta0.0017Rho6.64Eff Leverage0.0052Vega