0.03Open0.03Pre Close2.35K Volume11.67K Open Interest43.00Strike Price15.36KTurnover31.13%IV4.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0943Delta0.1332Gamma752.36Leverage Ratio-0.0283Theta0.0004Rho70.95Eff Leverage0.0068Vega