0.15Open0.55Pre Close1 Volume632 Open Interest92.50Strike Price15.00Turnover33.06%IV3.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1300Delta0.0908Gamma597.33Leverage Ratio-0.1023Theta0.0007Rho77.63Eff Leverage0.0149Vega