0.05Open0.30Pre Close3 Volume1.32K Open Interest60.00Strike Price15.00Turnover5.54%IV0.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2125Delta0.6979Gamma1192.40Leverage Ratio-0.0121Theta0.0020Rho253.36Eff Leverage0.0216Vega