0.05Open0.08Pre Close3 Volume338 Open Interest297.50Strike Price15.00Turnover96.51%IV7.84%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0150Delta0.0040Gamma5518.40Leverage Ratio-0.3512Theta0.0001Rho82.87Eff Leverage0.0037Vega