0.15Open0.81Pre Close1 Volume17 Open Interest73.00Strike Price15.00Turnover19.31%IV1.15%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2543Delta0.3239Gamma482.13Leverage Ratio-0.0945Theta0.0009Rho122.62Eff Leverage0.0164Vega