0.01Open0.03Pre Close15 Volume961 Open Interest3.00Strike Price15.00Turnover207.35%IV29.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0295Delta0.0818Gamma424.00Leverage Ratio-0.0069Theta0.0000Rho-12.49Eff Leverage0.0003Vega