0.04Open0.02Pre Close5 Volume344 Open Interest30.50Strike Price15.00Turnover75.17%IV5.81%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0429Delta0.0808Gamma1618.00Leverage Ratio-0.0621Theta0.0000Rho-69.41Eff Leverage0.0014Vega