0.03Open0.07Pre Close5 Volume47 Open Interest19.50Strike Price15.00Turnover59.97%IV10.09%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0435Delta0.0671Gamma866.20Leverage Ratio-0.0135Theta-0.0001Rho-37.66Eff Leverage0.0021Vega