0.15Open0.85Pre Close1 Volume93 Open Interest87.50Strike Price15.00Turnover32.82%IV9.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0259Gamma800.60Leverage Ratio-0.0240Theta0.0012Rho44.48Eff Leverage0.0148Vega