0.15Open0.16Pre Close1 Volume15 Open Interest705.00Strike Price15.00Turnover58.68%IV11.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0201Delta0.0010Gamma2130.83Leverage Ratio-0.2350Theta-0.0017Rho-42.79Eff Leverage0.0412Vega