0.15Open0.20Pre Close1 Volume37 Open Interest20.00Strike Price15.00Turnover36.21%IV10.84%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1727Delta0.1513Gamma121.20Leverage Ratio-0.0094Theta0.0020Rho20.93Eff Leverage0.0119Vega