0.05Open0.10Pre Close3 Volume273 Open Interest111.00Strike Price15.00Turnover83.40%IV13.62%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0225Delta0.0088Gamma1954.70Leverage Ratio-0.0470Theta0.0001Rho43.92Eff Leverage0.0039Vega