0.15Open0.21Pre Close1 Volume21 Open Interest90.00Strike Price15.00Turnover86.97%IV18.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0709Delta0.0082Gamma201.18Leverage Ratio-0.1010Theta-0.0023Rho-14.26Eff Leverage0.0257Vega