0.15Open0.16Pre Close1 Volume72 Open Interest29.00Strike Price15.00Turnover115.67%IV18.34%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0511Delta0.0236Gamma353.30Leverage Ratio-0.0484Theta-0.0002Rho-18.04Eff Leverage0.0040Vega