0.05Open0.01Pre Close3 Volume826 Open Interest28.00Strike Price15.00Turnover134.34%IV21.74%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0481Delta0.0384Gamma460.80Leverage Ratio-0.0389Theta0.0001Rho22.18Eff Leverage0.0019Vega