6.75Open6.15Pre Close38 Volume3.17K Open Interest80.00Strike Price22.60KTurnover85.52%IV1.05%PremiumAug 2, 2024Expiry Date4.80Intrinsic Value100Multiplier4DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.7338Delta0.0478Gamma12.91Leverage Ratio-0.2708Theta-0.0062Rho-9.47Eff Leverage0.0264Vega