0.50Open0.60Pre Close815 Volume346 Open Interest18.00Strike Price15.08KTurnover83.48%IV4.62%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2416Delta0.3469Gamma138.40Leverage Ratio-0.1049Theta0.0002Rho33.44Eff Leverage0.0034Vega