0.05Open0.20Pre Close3 Volume116 Open Interest7.50Strike Price15.00Turnover172.62%IV24.59%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1114Delta0.1915Gamma121.20Leverage Ratio-0.0267Theta0.0001Rho13.51Eff Leverage0.0011Vega