0.05Open0.10Pre Close3 Volume72 Open Interest267.50Strike Price15.00Turnover70.18%IV11.87%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0090Delta0.0015Gamma6069.20Leverage Ratio-0.0478Theta-0.0001Rho-54.35Eff Leverage0.0057Vega