0.05Open0.05Pre Close3 Volume98 Open Interest420.00Strike Price15.00Turnover66.81%IV12.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0012Gamma7460.40Leverage Ratio-0.0491Theta0.0002Rho62.35Eff Leverage0.0062Vega