0.06Open0.11Pre Close3 Volume132 Open Interest44.50Strike Price15.00Turnover14.95%IV1.97%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1391Delta0.3114Gamma873.80Leverage Ratio-0.0185Theta0.0007Rho121.54Eff Leverage0.0105Vega