0.05Open0.05Pre Close3 Volume273 Open Interest210.00Strike Price15.00Turnover38.36%IV21.37%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0020Gamma3461.40Leverage Ratio-0.0114Theta0.0008Rho36.85Eff Leverage0.0104Vega