4.43Open4.82Pre Close50 Volume95 Open Interest16.00Strike Price22.15KTurnover145.70%IV1.12%PremiumJul 19, 2024Expiry Date4.39Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.9851Delta0.0278Gamma2.65Leverage Ratio-0.0048Theta-0.0007Rho-2.61Eff Leverage0.0004Vega