0.03Open0.06Pre Close5 Volume162 Open Interest61.00Strike Price15.00Turnover52.49%IV11.06%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0304Delta0.0227Gamma1570.00Leverage Ratio-0.0213Theta0.0002Rho47.66Eff Leverage0.0040Vega