0.03Open0.05Pre Close5 Volume670 Open Interest8.00Strike Price15.00Turnover147.60%IV24.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0762Delta0.1545Gamma214.67Leverage Ratio-0.0170Theta0.0000Rho16.35Eff Leverage0.0009Vega