0.05Open0.12Pre Close3 Volume542 Open Interest37.00Strike Price15.00Turnover56.30%IV13.58%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0505Delta0.0427Gamma652.40Leverage Ratio-0.0184Theta0.0003Rho32.94Eff Leverage0.0045Vega