0.10Open0.10Pre Close2 Volume269 Open Interest127.00Strike Price15.00Turnover76.02%IV17.66%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0178Delta0.0055Gamma2159.60Leverage Ratio-0.0375Theta0.0002Rho38.40Eff Leverage0.0046Vega