0.05Open0.05Pre Close3 Volume356 Open Interest2.50Strike Price15.00Turnover59.77%IV13.84%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2652Delta0.9816Gamma44.80Leverage Ratio-0.0025Theta0.0003Rho11.88Eff Leverage0.0018Vega