0.15Open0.10Pre Close1 Volume78 Open Interest190.00Strike Price15.00Turnover31.10%IV5.88%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0357Delta0.0113Gamma2017.15Leverage Ratio-0.0522Theta-0.0008Rho-72.06Eff Leverage0.0176Vega