0.15Open0.97Pre Close1 Volume21 Open Interest627.50Strike Price15.00Turnover50.74%IV5.74%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0210Delta0.0026Gamma4437.00Leverage Ratio-0.1500Theta-0.0004Rho-93.21Eff Leverage0.0190Vega