0.15Open0.18Pre Close1 Volume362 Open Interest135.00Strike Price15.00Turnover25.60%IV4.68%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1066Delta0.0412Gamma573.82Leverage Ratio-0.0616Theta0.0025Rho61.15Eff Leverage0.0320Vega