0.15Open0.10Pre Close1 Volume3.65K Open Interest28.00Strike Price15.00Turnover35.68%IV9.99%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.0701Gamma206.27Leverage Ratio-0.0112Theta-0.0019Rho-22.84Eff Leverage0.0143Vega