2.35Open1.72Pre Close77 Volume183 Open Interest420.00Strike Price21.99KTurnover24.15%IV0.09%PremiumJul 19, 2024Expiry Date2.14Intrinsic Value100Multiplier0DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7259Delta0.0994Gamma170.56Leverage Ratio-1.3636Theta-0.0031Rho-123.81Eff Leverage0.0464Vega