21.85Open18.80Pre Close7 Volume102 Open Interest140.00Strike Price15.49KTurnover80.69%IV0.65%PremiumJul 5, 2024Expiry Date21.45Intrinsic Value100Multiplier2DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.9789Delta0.0044Gamma7.47Leverage Ratio-0.0932Theta0.0108Rho7.32Eff Leverage0.0073Vega