0.45Open0.40Pre Close490 Volume831 Open Interest24.00Strike Price15.15KTurnover70.32%IV5.90%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.3234Delta0.1936Gamma61.44Leverage Ratio-0.0735Theta0.0009Rho19.87Eff Leverage0.0095Vega