0.05Open0.15Pre Close3 Volume21 Open Interest21.50Strike Price15.00Turnover90.47%IV11.43%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0801Delta0.1050Gamma386.80Leverage Ratio-0.0371Theta0.0001Rho30.99Eff Leverage0.0023Vega