0.05Open0.05Pre Close3 Volume99 Open Interest950.00Strike Price15.00Turnover88.43%IV11.45%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0046Delta0.0004Gamma17048.80Leverage Ratio-0.2547Theta0.0001Rho78.27Eff Leverage0.0053Vega