0.01Open0.01Pre Close15 Volume247 Open Interest120.00Strike Price15.00Turnover136.43%IV30.12%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0016Delta0.0002Gamma17170.00Leverage Ratio-0.0092Theta0.0000Rho-27.15Eff Leverage0.0008Vega