0.01Open0.03Pre Close15 Volume65 Open Interest28.50Strike Price15.00Turnover41.30%IV7.58%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0269Delta0.0632Gamma2650.00Leverage Ratio-0.0077Theta0.0001Rho71.41Eff Leverage0.0015Vega