0.08Open0.05Pre Close2 Volume198 Open Interest48.00Strike Price15.00Turnover96.16%IV19.57%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0438Delta0.0228Gamma574.33Leverage Ratio-0.0400Theta0.0002Rho25.13Eff Leverage0.0039Vega