0.05Open0.08Pre Close3 Volume28 Open Interest147.00Strike Price15.00Turnover52.23%IV11.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0235Delta0.0080Gamma2203.33Leverage Ratio-0.0409Theta0.0003Rho51.74Eff Leverage0.0074Vega