0.15Open0.26Pre Close1 Volume41 Open Interest207.50Strike Price15.00Turnover61.52%IV14.50%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0055Gamma1209.07Leverage Ratio-0.0800Theta0.0007Rho37.42Eff Leverage0.0145Vega