0.03Open0.20Pre Close5 Volume92 Open Interest215.00Strike Price15.00Turnover54.03%IV14.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0086Delta0.0022Gamma6252.33Leverage Ratio-0.0221Theta0.0002Rho53.85Eff Leverage0.0046Vega