0.11Open0.11Pre Close558 Volume1.37K Open Interest16.00Strike Price15.88KTurnover40.38%IV1.84%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5663Delta0.5508Gamma59.35Leverage Ratio-0.0314Theta-0.0011Rho-33.61Eff Leverage0.0070Vega