0.35Open0.46Pre Close478 Volume3.22K Open Interest98.50Strike Price22.69KTurnover12.05%IV0.17%PremiumAug 28, 2024Expiry Date0.36Intrinsic Value100Multiplier2DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6631Delta0.4597Gamma188.73Leverage Ratio-0.0917Theta-0.0025Rho-125.15Eff Leverage0.0244Vega