0.05Open0.60Pre Close3 Volume19 Open Interest56.50Strike Price15.00Turnover54.19%IV3.45%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0773Delta0.1017Gamma1169.40Leverage Ratio-0.1357Theta-0.0001Rho-90.34Eff Leverage0.0038Vega