0.05Open0.10Pre Close3 Volume261 Open Interest36.00Strike Price15.00Turnover48.96%IV8.68%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0661Delta0.0729Gamma663.40Leverage Ratio-0.0241Theta0.0003Rho43.88Eff Leverage0.0046Vega