0.05Open0.05Pre Close3 Volume408 Open Interest29.00Strike Price15.00Turnover35.51%IV15.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0571Delta0.0542Gamma505.20Leverage Ratio-0.0060Theta0.0008Rho28.87Eff Leverage0.0068Vega