0.15Open0.25Pre Close1 Volume527 Open Interest75.00Strike Price15.00Turnover40.54%IV13.59%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0665Delta0.0243Gamma441.07Leverage Ratio-0.0238Theta0.0017Rho29.33Eff Leverage0.0169Vega