0.03Open0.12Pre Close5 Volume7 Open Interest167.50Strike Price15.00Turnover60.97%IV13.70%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0110Delta0.0036Gamma4911.67Leverage Ratio-0.0254Theta0.0001Rho53.93Eff Leverage0.0039Vega