0.05Open0.10Pre Close3 Volume716 Open Interest195.00Strike Price15.00Turnover89.02%IV7.45%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0238Delta0.0067Gamma2808.67Leverage Ratio-0.3006Theta-0.0001Rho-66.72Eff Leverage0.0052Vega