0.03Open0.12Pre Close6 Volume23 Open Interest225.00Strike Price15.00Turnover33.80%IV8.93%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0084Delta0.0031Gamma10328.50Leverage Ratio-0.0149Theta0.0002Rho86.28Eff Leverage0.0049Vega