0.15Open0.45Pre Close1 Volume2.60K Open Interest78.00Strike Price15.00Turnover10.88%IV0.28%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4666Delta0.6596Gamma362.47Leverage Ratio-0.0815Theta0.0018Rho169.12Eff Leverage0.0220Vega