0.68Open4.09Pre Close477 Volume3.63K Open Interest145.00Strike Price15.49KTurnover62.07%IV8.61%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0381Delta0.0103Gamma1267.59Leverage Ratio-0.1015Theta-0.0004Rho-48.27Eff Leverage0.0107Vega