0.05Open0.02Pre Close3 Volume12 Open Interest12.50Strike Price15.00Turnover203.56%IV25.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0774Delta0.0952Gamma200.00Leverage Ratio-0.0418Theta0.0000Rho15.48Eff Leverage0.0011Vega