0.05Open0.04Pre Close3 Volume34 Open Interest26.00Strike Price15.00Turnover17.31%IV7.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0940Delta0.1447Gamma486.20Leverage Ratio-0.0037Theta0.0017Rho45.72Eff Leverage0.0112Vega