0.05Open0.05Pre Close3 Volume1.01K Open Interest7.50Strike Price15.00Turnover183.60%IV105.44%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0806Delta0.0927Gamma73.50Leverage Ratio-0.0057Theta0.0001Rho5.92Eff Leverage0.0013Vega