0.05Open0.10Pre Close3 Volume858 Open Interest17.00Strike Price15.00Turnover47.08%IV9.46%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0766Delta0.1022Gamma374.40Leverage Ratio-0.0105Theta-0.0003Rho-28.68Eff Leverage0.0043Vega