0.05Open0.11Pre Close3 Volume361 Open Interest45.00Strike Price15.00Turnover65.22%IV6.85%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0652Delta0.0711Gamma843.20Leverage Ratio-0.0484Theta0.0001Rho54.94Eff Leverage0.0035Vega