0.05Open0.55Pre Close3 Volume4 Open Interest29.00Strike Price15.00Turnover48.69%IV25.81%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0437Delta0.0316Gamma461.80Leverage Ratio-0.0055Theta0.0007Rho20.17Eff Leverage0.0056Vega