0.15Open0.20Pre Close1 Volume3 Open Interest128.00Strike Price15.00Turnover11.08%IV4.59%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0910Delta0.0456Gamma816.83Leverage Ratio-0.0129Theta0.0077Rho74.32Eff Leverage0.0529Vega