0.03Open0.20Pre Close5 Volume87 Open Interest215.00Strike Price15.00Turnover59.90%IV14.96%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0085Delta0.0022Gamma6235.00Leverage Ratio-0.0244Theta0.0001Rho53.11Eff Leverage0.0042Vega