0.15Open2.54Pre Close1 Volume12 Open Interest106.00Strike Price15.00Turnover32.74%IV3.09%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1114Delta0.0689Gamma728.20Leverage Ratio-0.1080Theta-0.0007Rho-81.09Eff Leverage0.0159Vega