0.15Open0.15Pre Close1 Volume527 Open Interest75.00Strike Price15.00Turnover47.20%IV11.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1141Delta0.0345Gamma244.58Leverage Ratio-0.0482Theta0.0023Rho27.92Eff Leverage0.0229Vega