0.15Open0.15Pre Close1 Volume527 Open Interest75.00Strike Price15.00Turnover40.59%IV11.53%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0726Delta0.0290Gamma449.20Leverage Ratio-0.0293Theta0.0014Rho32.63Eff Leverage0.0162Vega