0.05Open0.04Pre Close3 Volume4 Open Interest6.00Strike Price15.00Turnover421.99%IV167.70%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0971Delta0.1249Gamma45.20Leverage Ratio-0.0147Theta0.0000Rho4.39Eff Leverage0.0006Vega