0.15Open0.05Pre Close1 Volume97 Open Interest32.50Strike Price15.00Turnover115.08%IV23.53%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0894Delta0.0421Gamma176.20Leverage Ratio-0.0509Theta0.0004Rho15.75Eff Leverage0.0054Vega