0.05Open0.20Pre Close3 Volume31 Open Interest10.00Strike Price15.00Turnover62.45%IV2.34%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2788Delta1.1403Gamma196.40Leverage Ratio-0.0601Theta0.0001Rho54.75Eff Leverage0.0016Vega