0.05Open0.10Pre Close3 Volume129 Open Interest36.00Strike Price15.00Turnover52.98%IV10.64%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0442Delta0.0347Gamma804.60Leverage Ratio-0.0196Theta-0.0003Rho-35.54Eff Leverage0.0047Vega