0.05Open0.10Pre Close3 Volume787 Open Interest14.00Strike Price15.00Turnover54.21%IV24.78%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0742Delta0.0882Gamma225.20Leverage Ratio-0.0045Theta0.0005Rho16.72Eff Leverage0.0041Vega