0.05Open0.11Pre Close3 Volume8 Open Interest21.00Strike Price15.00Turnover54.41%IV22.74%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0928Delta0.0679Gamma171.50Leverage Ratio-0.0082Theta0.0010Rho15.92Eff Leverage0.0075Vega