0.05Open0.05Pre Close3 Volume0 Open Interest640.00Strike Price15.00Turnover69.54%IV21.30%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0043Delta0.0003Gamma10552.80Leverage Ratio-0.0398Theta0.0002Rho45.33Eff Leverage0.0069Vega