0.05Open0.25Pre Close2 Volume90 Open Interest327.50Strike Price15.00Turnover61.51%IV4.65%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0546Delta0.0127Gamma1565.20Leverage Ratio-0.6179Theta0.0003Rho85.48Eff Leverage0.0157Vega