0.03Open0.05Pre Close5 Volume475 Open Interest130.00Strike Price15.00Turnover84.73%IV31.76%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0021Gamma3289.67Leverage Ratio-0.0161Theta0.0001Rho27.69Eff Leverage0.0030Vega