0.01Open0.01Pre Close15 Volume783 Open Interest131.00Strike Price15.00Turnover351.49%IV45.86%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0029Delta0.0007Gamma8982.00Leverage Ratio-0.0837Theta0.0000Rho25.85Eff Leverage0.0003Vega