0.05Open0.05Pre Close3 Volume81 Open Interest15.00Strike Price15.00Turnover78.51%IV16.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0838Delta0.1130Gamma257.60Leverage Ratio-0.0152Theta0.0002Rho21.58Eff Leverage0.0027Vega