0.15Open0.10Pre Close1 Volume2 Open Interest42.00Strike Price15.00Turnover23.79%IV4.69%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1696Delta0.1497Gamma268.40Leverage Ratio-0.0196Theta0.0021Rho45.52Eff Leverage0.0179Vega