0.05Open2.40Pre Close3 Volume1 Open Interest122.00Strike Price15.00Turnover64.95%IV10.64%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0182Delta0.0060Gamma2729.40Leverage Ratio-0.0430Theta-0.0002Rho-49.69Eff Leverage0.0051Vega