0.15Open0.25Pre Close1 Volume41 Open Interest32.50Strike Price15.00Turnover19.34%IV0.37%PremiumDec 27, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5363Delta1.1738Gamma216.87Leverage Ratio-0.1047Theta0.0005Rho116.31Eff Leverage0.0070Vega