0.05Open0.10Pre Close3 Volume67 Open Interest144.00Strike Price15.00Turnover82.93%IV5.63%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0324Delta0.0182Gamma2727.40Leverage Ratio-0.2989Theta0.0001Rho88.34Eff Leverage0.0035Vega