0.01Open0.01Pre Close15 Volume365 Open Interest1.50Strike Price15.00Turnover813.87%IV345.43%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0988Delta0.5934Gamma33.95Leverage Ratio-0.0054Theta0.0000Rho3.36Eff Leverage0.0001Vega