0.05Open0.04Pre Close3 Volume17 Open Interest5.00Strike Price15.00Turnover121.96%IV51.20%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1161Delta0.1964Gamma66.80Leverage Ratio-0.0045Theta0.0002Rho7.75Eff Leverage0.0016Vega