0.10Open0.05Pre Close2 Volume673 Open Interest7.50Strike Price15.00Turnover32.84%IV2.44%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.3576Delta1.1796Gamma98.27Leverage Ratio-0.0102Theta0.0004Rho35.14Eff Leverage0.0036Vega