0.15Open0.10Pre Close1 Volume22 Open Interest7.50Strike Price15.00Turnover59.56%IV17.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1954Delta0.2787Gamma65.00Leverage Ratio-0.0059Theta0.0008Rho12.70Eff Leverage0.0046Vega