0.15Open0.25Pre Close1 Volume49 Open Interest73.00Strike Price15.00Turnover10.55%IV2.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2188Delta0.1624Gamma317.02Leverage Ratio-0.0148Theta0.0090Rho69.37Eff Leverage0.0507Vega