0.15Open0.11Pre Close1 Volume11 Open Interest63.00Strike Price15.00Turnover30.94%IV7.29%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0849Delta0.0413Gamma451.93Leverage Ratio-0.0238Theta-0.0017Rho-38.35Eff Leverage0.0189Vega