0.01Open0.03Pre Close15 Volume109 Open Interest38.50Strike Price15.00Turnover38.52%IV9.28%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0262Delta0.0398Gamma2349.33Leverage Ratio-0.0085Theta0.0001Rho61.54Eff Leverage0.0024Vega