0.03Open0.20Pre Close5 Volume92 Open Interest215.00Strike Price15.00Turnover55.45%IV14.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0085Delta0.0022Gamma6235.00Leverage Ratio-0.0224Theta0.0002Rho53.13Eff Leverage0.0045Vega