0.15Open0.55Pre Close1 Volume632 Open Interest92.50Strike Price15.00Turnover32.86%IV3.15%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1313Delta0.0925Gamma598.80Leverage Ratio-0.1032Theta0.0007Rho78.61Eff Leverage0.0149Vega