0.53Open0.61Pre Close261 Volume737 Open Interest10.50Strike Price15.03KTurnover66.50%IV0.27%PremiumJul 26, 2024Expiry Date0.80Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8726Delta0.2759Gamma13.22Leverage Ratio-0.0221Theta0.0009Rho11.53Eff Leverage0.0024Vega