0.05Open0.05Pre Close3 Volume128 Open Interest1.00Strike Price15.00Turnover428.54%IV204.35%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3307Delta0.9723Gamma6.92Leverage Ratio-0.0029Theta0.0000Rho2.29Eff Leverage0.0003Vega