0.05Open0.10Pre Close3 Volume543 Open Interest2.50Strike Price15.00Turnover109.24%IV10.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2899Delta1.1657Gamma46.20Leverage Ratio-0.0106Theta0.0001Rho13.39Eff Leverage0.0009Vega