8.53Open8.70Pre Close15 Volume348 Open Interest165.00Strike Price15.17KTurnover84.71%IV1.13%PremiumJul 19, 2024Expiry Date9.88Intrinsic Value100Multiplier3DDays to Expiry1.98Extrinsic Value100Contract SizeAmericanOptions Type0.7636Delta0.0214Gamma14.70Leverage Ratio-0.6846Theta0.0115Rho11.22Eff Leverage0.0524Vega