0.10Open0.15Pre Close2 Volume80 Open Interest32.50Strike Price15.00Turnover28.93%IV3.86%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1135Delta0.2095Gamma626.80Leverage Ratio-0.0228Theta0.0004Rho71.13Eff Leverage0.0061Vega