0.48Open0.47Pre Close331 Volume2.39K Open Interest11.00Strike Price15.20KTurnover45.08%IV0.29%PremiumAug 2, 2024Expiry Date0.57Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8736Delta0.4494Gamma17.53Leverage Ratio-0.0116Theta-0.0008Rho-15.31Eff Leverage0.0022Vega