0.05Open0.02Pre Close3 Volume12 Open Interest12.50Strike Price15.00Turnover201.29%IV25.29%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0778Delta0.0964Gamma200.34Leverage Ratio-0.0417Theta0.0000Rho15.59Eff Leverage0.0011Vega