0.05Open0.30Pre Close3 Volume46 Open Interest115.00Strike Price15.00Turnover41.35%IV21.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0090Delta0.0015Gamma2947.00Leverage Ratio-0.0072Theta-0.0007Rho-26.38Eff Leverage0.0094Vega