0.11Open0.12Pre Close2.33K Volume5.49K Open Interest68.00Strike Price15.35KTurnover30.69%IV5.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0525Delta0.0521Gamma1433.33Leverage Ratio-0.0248Theta0.0004Rho75.25Eff Leverage0.0072Vega