0.67Open0.70Pre Close260 Volume912 Open Interest64.00Strike Price22.07KTurnover133.59%IV0.30%PremiumJul 5, 2024Expiry Date0.24Intrinsic Value100Multiplier-1DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6059Delta0.4431Gamma132.83Leverage Ratio-4.5050Theta0.0000Rho-80.48Eff Leverage0.0025Vega