0.03Open0.03Pre Close5 Volume15 Open Interest3.50Strike Price15.00Turnover487.80%IV65.73%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0997Delta0.2408Gamma71.00Leverage Ratio-0.0269Theta0.0000Rho7.08Eff Leverage0.0003Vega