0.05Open0.10Pre Close3 Volume165 Open Interest113.00Strike Price15.00Turnover85.02%IV23.32%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0124Delta0.0039Gamma2619.14Leverage Ratio-0.0241Theta0.0001Rho32.55Eff Leverage0.0032Vega