0.05Open0.02Pre Close3 Volume12 Open Interest12.50Strike Price15.00Turnover205.14%IV25.12%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0770Delta0.0943Gamma200.60Leverage Ratio-0.0418Theta0.0000Rho15.45Eff Leverage0.0011Vega