0.15Open0.17Pre Close1 Volume517 Open Interest15.00Strike Price15.00Turnover71.82%IV10.83%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2003Delta0.1991Gamma91.13Leverage Ratio-0.0268Theta0.0005Rho18.25Eff Leverage0.0055Vega