0.05Open0.13Pre Close3 Volume48 Open Interest582.50Strike Price15.00Turnover49.88%IV11.16%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0070Delta0.0009Gamma10481.40Leverage Ratio-0.0458Theta0.0003Rho73.04Eff Leverage0.0087Vega