0.05Open0.10Pre Close3 Volume259 Open Interest2.50Strike Price15.00Turnover181.60%IV28.79%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2049Delta0.5847Gamma39.60Leverage Ratio-0.0104Theta0.0001Rho8.11Eff Leverage0.0008Vega