0.05Open0.20Pre Close3 Volume62 Open Interest125.00Strike Price15.00Turnover63.12%IV27.82%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0129Delta0.0013Gamma1384.88Leverage Ratio-0.0194Theta-0.0011Rho-17.84Eff Leverage0.0139Vega