0.03Open0.06Pre Close5 Volume552 Open Interest97.00Strike Price15.00Turnover45.08%IV6.05%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0269Delta0.0185Gamma2948.86Leverage Ratio-0.0331Theta-0.0001Rho-79.44Eff Leverage0.0046Vega