4.40Open2.91Pre Close31.70K Volume8.74K Open Interest227.50Strike Price22.92MTurnover59.03%IV1.59%PremiumAug 2, 2024Expiry Date4.60Intrinsic Value100Multiplier3DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.6424Delta0.0261Gamma27.88Leverage Ratio-0.7339Theta0.0153Rho17.91Eff Leverage0.0905Vega