0.05Open0.06Pre Close3 Volume523 Open Interest1.00Strike Price15.00Turnover197.22%IV45.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0928Delta0.1820Gamma34.80Leverage Ratio-0.0029Theta-0.0001Rho-3.23Eff Leverage0.0008Vega