0.01Open0.05Pre Close15 Volume760 Open Interest9.50Strike Price15.00Turnover134.13%IV25.30%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0305Delta0.0783Gamma759.00Leverage Ratio-0.0080Theta0.0000Rho23.12Eff Leverage0.0005Vega