2.92Open2.25Pre Close37 Volume903 Open Interest440.00Strike Price15.27KTurnover14.88%IV1.02%PremiumJul 19, 2024Expiry Date0.70Intrinsic Value100Multiplier5DDays to Expiry4.50Extrinsic Value100Contract SizeAmericanOptions Type0.5554Delta0.0492Gamma117.52Leverage Ratio-0.3387Theta0.0362Rho65.27Eff Leverage0.2133Vega