0.02Open0.01Pre Close11 Volume213 Open Interest68.00Strike Price22.00Turnover74.12%IV8.43%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0175Delta0.0138Gamma3712.00Leverage Ratio-0.0200Theta0.0000Rho-64.82Eff Leverage0.0018Vega