0.05Open0.13Pre Close3 Volume112 Open Interest62.00Strike Price15.00Turnover60.67%IV11.00%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0740Delta0.0361Gamma447.20Leverage Ratio-0.0531Theta0.0005Rho33.11Eff Leverage0.0090Vega