0.01Open0.04Pre Close8 Volume672 Open Interest92.50Strike Price15.00Turnover74.56%IV9.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0716Delta0.0198Gamma452.67Leverage Ratio-0.1381Theta-0.0006Rho-32.41Eff Leverage0.0126Vega