0.05Open0.05Pre Close3 Volume3 Open Interest95.00Strike Price15.00Turnover70.98%IV49.19%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0137Delta0.0032Gamma1274.20Leverage Ratio-0.0086Theta0.0005Rho17.41Eff Leverage0.0054Vega