0.15Open0.15Pre Close1 Volume527 Open Interest75.00Strike Price15.00Turnover43.02%IV11.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0879Delta0.0314Gamma336.80Leverage Ratio-0.0360Theta0.0018Rho29.62Eff Leverage0.0188Vega