0.05Open0.10Pre Close11 Volume71 Open Interest290.00Strike Price15.00Turnover136.04%IV3.50%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0077Delta0.0053Gamma28019.00Leverage Ratio-0.9329Theta0.0000Rho215.23Eff Leverage0.0006Vega