0.03Open0.05Pre Close5 Volume507 Open Interest3.00Strike Price15.00Turnover171.13%IV106.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1069Delta0.2617Gamma49.00Leverage Ratio-0.0023Theta0.0001Rho5.24Eff Leverage0.0008Vega