8.65Open12.14Pre Close36 Volume34 Open Interest495.00Strike Price22.54KTurnover25.17%IV0.45%PremiumJul 26, 2024Expiry Date2.29Intrinsic Value100Multiplier1DDays to Expiry2.23Extrinsic Value100Contract SizeAmericanOptions Type0.6158Delta0.0453Gamma105.81Leverage Ratio-1.2111Theta0.0137Rho65.15Eff Leverage0.1281Vega
JonSnow : Statistical proof?