0.03Open0.05Pre Close5 Volume49 Open Interest120.00Strike Price15.00Turnover50.31%IV37.29%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0020Gamma2914.33Leverage Ratio-0.0052Theta0.0005Rho24.46Eff Leverage0.0051Vega