0.15Open0.35Pre Close1 Volume59 Open Interest75.00Strike Price15.00Turnover26.74%IV10.94%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0482Delta0.0165Gamma672.32Leverage Ratio-0.0108Theta-0.0026Rho-32.39Eff Leverage0.0227Vega