0.15Open0.28Pre Close1 Volume359 Open Interest64.00Strike Price15.00Turnover26.74%IV6.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.0714Gamma403.27Leverage Ratio-0.0261Theta0.0019Rho46.46Eff Leverage0.0198Vega