0.03Open0.10Pre Close5 Volume131 Open Interest230.00Strike Price15.00Turnover46.37%IV25.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0011Gamma6115.33Leverage Ratio-0.0094Theta0.0004Rho36.43Eff Leverage0.0059Vega