0.03Open0.03Pre Close5 Volume459 Open Interest1.50Strike Price15.00Turnover558.54%IV38.46%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1904Delta0.8324Gamma36.83Leverage Ratio-0.0300Theta0.0000Rho7.01Eff Leverage0.0002Vega