0.01Open0.02Pre Close14 Volume414 Open Interest22.00Strike Price15.00Turnover73.31%IV4.61%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0835Delta0.2314Gamma842.00Leverage Ratio-0.0737Theta0.0000Rho70.32Eff Leverage0.0014Vega