0.15Open0.40Pre Close1 Volume27 Open Interest225.00Strike Price15.00Turnover40.57%IV7.14%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0408Delta0.0084Gamma1383.71Leverage Ratio-0.0954Theta-0.0010Rho-56.46Eff Leverage0.0225Vega