0.05Open0.15Pre Close3 Volume378 Open Interest17.50Strike Price15.00Turnover77.64%IV7.73%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1116Delta0.2006Gamma325.80Leverage Ratio-0.0385Theta0.0001Rho36.38Eff Leverage0.0023Vega