0.11Open0.20Pre Close2 Volume479 Open Interest145.00Strike Price22.00Turnover26.95%IV14.60%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0302Delta0.0078Gamma1266.20Leverage Ratio-0.0126Theta0.0024Rho38.25Eff Leverage0.0222Vega