0.50Open0.60Pre Close823 Volume346 Open Interest18.00Strike Price15.17KTurnover82.78%IV4.86%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2430Delta0.3509Gamma138.16Leverage Ratio-0.1047Theta0.0002Rho33.58Eff Leverage0.0034Vega