0.05Open0.08Pre Close3 Volume21 Open Interest32.50Strike Price15.00Turnover93.43%IV13.57%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0693Delta0.0564Gamma409.43Leverage Ratio-0.0472Theta0.0001Rho28.38Eff Leverage0.0034Vega