0.03Open0.03Pre Close5 Volume240 Open Interest16.00Strike Price15.00Turnover152.69%IV23.78%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0478Delta0.0628Gamma431.67Leverage Ratio-0.0249Theta0.0000Rho20.62Eff Leverage0.0010Vega