0.05Open0.05Pre Close3 Volume47 Open Interest245.00Strike Price15.00Turnover88.08%IV9.14%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0158Delta0.0044Gamma4490.60Leverage Ratio-0.2131Theta0.0001Rho70.76Eff Leverage0.0040Vega