0.03Open0.03Pre Close5 Volume533 Open Interest65.00Strike Price15.00Turnover80.90%IV17.33%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0293Delta0.0147Gamma1108.80Leverage Ratio-0.0325Theta0.0002Rho32.47Eff Leverage0.0038Vega