0.01Open0.01Pre Close15 Volume364 Open Interest225.00Strike Price15.00Turnover99.94%IV11.33%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0029Delta0.0008Gamma25374.00Leverage Ratio-0.0597Theta0.0000Rho-74.42Eff Leverage0.0010Vega