0.15Open0.20Pre Close1 Volume430 Open Interest2.50Strike Price15.00Turnover121.03%IV31.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2974Delta0.5597Gamma20.20Leverage Ratio-0.0047Theta0.0003Rho6.01Eff Leverage0.0018Vega