0.05Open0.15Pre Close3 Volume39 Open Interest530.00Strike Price15.00Turnover45.74%IV8.05%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0076Delta0.0011Gamma11526.40Leverage Ratio-0.0485Theta-0.0002Rho-87.18Eff Leverage0.0091Vega