0.03Open0.02Pre Close5 Volume468 Open Interest32.00Strike Price15.00Turnover35.51%IV6.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0382Delta0.0643Gamma1708.50Leverage Ratio-0.0110Theta-0.0001Rho-65.18Eff Leverage0.0030Vega