0.03Open0.12Pre Close5 Volume7 Open Interest167.50Strike Price15.00Turnover61.97%IV13.99%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0107Delta0.0034Gamma4899.00Leverage Ratio-0.0251Theta0.0001Rho52.60Eff Leverage0.0038Vega