0.15Open0.20Pre Close1 Volume485 Open Interest56.00Strike Price15.00Turnover29.28%IV7.96%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1185Delta0.0642Gamma297.20Leverage Ratio-0.0210Theta0.0025Rho35.22Eff Leverage0.0209Vega