0.15Open0.15Pre Close1 Volume527 Open Interest75.00Strike Price15.00Turnover46.31%IV11.58%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1002Delta0.0323Gamma269.40Leverage Ratio-0.0428Theta0.0020Rho26.99Eff Leverage0.0207Vega