0.68Open4.09Pre Close477 Volume3.63K Open Interest145.00Strike Price15.49KTurnover62.24%IV8.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0380Delta0.0103Gamma1267.12Leverage Ratio-0.1016Theta-0.0004Rho-48.14Eff Leverage0.0107Vega