0.05Open0.09Pre Close3 Volume1 Open Interest6.50Strike Price15.00Turnover98.38%IV9.72%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1781Delta0.4819Gamma119.40Leverage Ratio-0.0226Theta0.0001Rho21.27Eff Leverage0.0014Vega