77.00Open65.00Pre Close2 Volume14 Open Interest720.00Strike Price15.15KTurnover66.76%IV0.43%PremiumSep 27, 2024Expiry Date71.06Intrinsic Value100Multiplier2DDays to Expiry3.44Extrinsic Value100Contract SizeAmericanOptions Type0.9594Delta0.0020Gamma10.98Leverage Ratio-0.6757Theta0.0467Rho10.54Eff Leverage0.0568Vega