0.11Open0.20Pre Close2 Volume92 Open Interest32.00Strike Price22.00Turnover42.77%IV8.41%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1217Delta0.1074Gamma269.27Leverage Ratio-0.0237Theta0.0008Rho32.77Eff Leverage0.0089Vega