0.05Open0.20Pre Close2 Volume504 Open Interest17.50Strike Price15.00Turnover90.82%IV39.90%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0854Delta0.0561Gamma125.80Leverage Ratio-0.0100Theta0.0006Rho10.74Eff Leverage0.0048Vega