0.03Open0.03Pre Close12 Volume41 Open Interest5.50Strike Price15.00Turnover113.26%IV15.43%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0617Delta0.1697Gamma324.00Leverage Ratio-0.0111Theta0.0000Rho-19.99Eff Leverage0.0008Vega