0.05Open0.15Pre Close3 Volume120 Open Interest60.50Strike Price15.00Turnover50.56%IV3.56%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0796Delta0.1057Gamma1169.40Leverage Ratio-0.1235Theta0.0001Rho93.04Eff Leverage0.0041Vega