3.50Open2.78Pre Close63 Volume420 Open Interest89.00Strike Price22.49KTurnover42.41%IV0.07%PremiumJul 26, 2024Expiry Date3.27Intrinsic Value100Multiplier0DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.9506Delta0.0501Gamma27.75Leverage Ratio-0.1126Theta0.0023Rho26.38Eff Leverage0.0049Vega