0.05Open0.10Pre Close3 Volume273 Open Interest111.00Strike Price15.00Turnover81.96%IV13.77%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0228Delta0.0090Gamma1952.20Leverage Ratio-0.0470Theta0.0001Rho44.48Eff Leverage0.0040Vega