0.05Open0.15Pre Close3 Volume39 Open Interest530.00Strike Price15.00Turnover47.02%IV8.04%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0075Delta0.0010Gamma11526.20Leverage Ratio-0.0489Theta-0.0002Rho-86.40Eff Leverage0.0088Vega