0.03Open0.30Pre Close6 Volume3 Open Interest29.00Strike Price15.00Turnover66.99%IV12.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0384Delta0.0501Gamma1032.40Leverage Ratio-0.0167Theta0.0001Rho39.59Eff Leverage0.0021Vega