0.65Open0.66Pre Close277 Volume848 Open Interest41.00Strike Price22.71KTurnover46.68%IV0.45%PremiumJul 26, 2024Expiry Date1.04Intrinsic Value100Multiplier2DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.7545Delta0.2197Gamma32.36Leverage Ratio-0.1055Theta-0.0016Rho-24.41Eff Leverage0.0097Vega