0.15Open0.20Pre Close1 Volume389 Open Interest85.00Strike Price15.00Turnover30.60%IV3.53%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1298Delta0.0904Gamma548.33Leverage Ratio-0.0761Theta0.0009Rho71.15Eff Leverage0.0161Vega