11.80Open10.45Pre Close15 Volume5 Open Interest217.50Strike Price15.62KTurnover42.12%IV0.16%PremiumJul 12, 2024Expiry Date9.87Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.8830Delta0.0254Gamma20.26Leverage Ratio-0.2195Theta-0.0122Rho-17.89Eff Leverage0.0371Vega