0.05Open0.06Pre Close3 Volume1.52K Open Interest92.50Strike Price15.00Turnover45.85%IV22.70%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0195Delta0.0066Gamma1508.60Leverage Ratio-0.0103Theta0.0006Rho29.48Eff Leverage0.0075Vega