0.15Open0.97Pre Close1 Volume21 Open Interest627.50Strike Price15.00Turnover49.70%IV5.64%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0211Delta0.0027Gamma4432.17Leverage Ratio-0.1500Theta-0.0004Rho-93.51Eff Leverage0.0194Vega