0.05Open0.05Pre Close3 Volume135 Open Interest41.00Strike Price15.00Turnover48.57%IV29.62%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0319Delta0.0171Gamma633.40Leverage Ratio-0.0055Theta0.0007Rho20.22Eff Leverage0.0062Vega