0.15Open0.21Pre Close1 Volume621 Open Interest77.50Strike Price15.00Turnover40.09%IV6.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0951Delta0.0493Gamma484.80Leverage Ratio-0.0554Theta0.0009Rho46.10Eff Leverage0.0145Vega