0.15Open0.17Pre Close1 Volume869 Open Interest32.50Strike Price15.00Turnover24.28%IV2.22%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2276Delta0.4029Gamma330.85Leverage Ratio-0.0360Theta-0.0006Rho-75.31Eff Leverage0.0093Vega