0.05Open0.04Pre Close3 Volume23 Open Interest43.00Strike Price15.00Turnover37.16%IV5.17%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0735Delta0.0843Gamma823.45Leverage Ratio-0.0294Theta-0.0003Rho-60.49Eff Leverage0.0062Vega