0.15Open0.21Pre Close1 Volume621 Open Interest77.50Strike Price15.00Turnover37.62%IV6.78%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0952Delta0.0494Gamma484.80Leverage Ratio-0.0493Theta0.0011Rho46.14Eff Leverage0.0154Vega