0.03Open0.05Pre Close5 Volume137 Open Interest3.00Strike Price15.00Turnover112.06%IV42.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1214Delta0.3616Gamma71.00Leverage Ratio-0.0028Theta0.0001Rho8.62Eff Leverage0.0010Vega