0.15Open0.38Pre Close1 Volume285 Open Interest59.00Strike Price15.00Turnover32.25%IV2.48%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1761Delta0.1945Gamma461.76Leverage Ratio-0.0907Theta0.0005Rho81.31Eff Leverage0.0107Vega