0.03Open0.27Pre Close5 Volume241 Open Interest63.00Strike Price15.00Turnover66.86%IV13.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0160Delta0.0078Gamma2424.33Leverage Ratio-0.0198Theta-0.0001Rho-38.77Eff Leverage0.0031Vega