0.05Open0.05Pre Close3 Volume224 Open Interest2.50Strike Price15.00Turnover380.31%IV144.49%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1734Delta0.3607Gamma20.87Leverage Ratio-0.0077Theta0.0000Rho3.62Eff Leverage0.0005Vega