0.05Open0.07Pre Close3 Volume27 Open Interest59.00Strike Price15.00Turnover18.29%IV2.97%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0926Delta0.1419Gamma1146.90Leverage Ratio-0.0208Theta0.0007Rho106.16Eff Leverage0.0106Vega