0.05Open0.30Pre Close3 Volume78 Open Interest41.00Strike Price15.00Turnover46.08%IV19.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0095Gamma1016.40Leverage Ratio-0.0068Theta-0.0006Rho-23.04Eff Leverage0.0066Vega