0.01Open0.01Pre Close15 Volume0 Open Interest139.00Strike Price15.00Turnover57.96%IV14.84%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0010Gamma16322.00Leverage Ratio-0.0080Theta0.0000Rho-53.74Eff Leverage0.0017Vega