3.50Open2.78Pre Close63 Volume420 Open Interest89.00Strike Price22.49KTurnover44.53%IV0.07%PremiumJul 26, 2024Expiry Date3.27Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9497Delta0.0506Gamma27.75Leverage Ratio-0.1240Theta0.0021Rho26.35Eff Leverage0.0048Vega