0.15Open0.06Pre Close1 Volume260 Open Interest25.00Strike Price15.00Turnover92.13%IV45.97%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0642Delta0.0322Gamma172.30Leverage Ratio-0.0110Theta0.0006Rho11.06Eff Leverage0.0053Vega