0.15Open0.08Pre Close1 Volume264 Open Interest33.00Strike Price15.00Turnover39.34%IV8.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1157Delta0.0758Gamma238.80Leverage Ratio-0.0200Theta-0.0013Rho-27.64Eff Leverage0.0127Vega