0.26Open0.86Pre Close634 Volume729 Open Interest124.50Strike Price15.06KTurnover24.46%IV2.53%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.1336Delta0.0753Gamma622.07Leverage Ratio-0.0955Theta-0.0013Rho-83.14Eff Leverage0.0252Vega