8.40Open8.05Pre Close30 Volume370 Open Interest100.00Strike Price22.70KTurnover52.75%IV4.22%PremiumAug 16, 2024Expiry Date3.44Intrinsic Value100Multiplier24DDays to Expiry4.36Extrinsic Value100Contract SizeAmericanOptions Type0.6339Delta0.0268Gamma13.61Leverage Ratio-0.1185Theta0.0385Rho8.63Eff Leverage0.1003Vega