0.05Open0.12Pre Close3 Volume517 Open Interest127.00Strike Price15.00Turnover60.36%IV8.95%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0309Delta0.0127Gamma1227.47Leverage Ratio-0.0576Theta0.0002Rho37.99Eff Leverage0.0064Vega