0.15Open2.04Pre Close1 Volume3 Open Interest51.00Strike Price15.00Turnover27.90%IV7.12%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1216Delta0.0789Gamma318.33Leverage Ratio-0.0197Theta0.0021Rho38.70Eff Leverage0.0185Vega