0.03Open0.04Pre Close5 Volume48 Open Interest20.50Strike Price15.00Turnover35.54%IV4.81%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0875Delta0.2170Gamma253.00Leverage Ratio-0.0157Theta-0.0002Rho-22.14Eff Leverage0.0033Vega