0.15Open0.21Pre Close1 Volume460 Open Interest11.00Strike Price15.00Turnover70.59%IV2.11%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4420Delta0.8472Gamma72.80Leverage Ratio-0.0912Theta0.0002Rho32.17Eff Leverage0.0026Vega