0.05Open0.15Pre Close3 Volume425 Open Interest32.00Strike Price15.00Turnover74.47%IV6.87%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0817Delta0.1103Gamma599.80Leverage Ratio-0.0493Theta0.0001Rho49.01Eff Leverage0.0028Vega