0.15Open0.15Pre Close1 Volume112 Open Interest87.50Strike Price15.00Turnover75.24%IV10.40%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0688Delta0.0261Gamma529.27Leverage Ratio-0.1071Theta0.0004Rho36.39Eff Leverage0.0089Vega