0.05Open0.01Pre Close3 Volume735 Open Interest55.00Strike Price15.00Turnover14.43%IV2.42%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1087Delta0.1937Gamma1075.00Leverage Ratio-0.0161Theta0.0009Rho116.84Eff Leverage0.0124Vega