0.15Open0.10Pre Close1 Volume8 Open Interest4.50Strike Price15.00Turnover66.14%IV11.04%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2741Delta0.4094Gamma32.60Leverage Ratio-0.0057Theta-0.0009Rho-8.94Eff Leverage0.0041Vega