0.15Open0.25Pre Close1 Volume41 Open Interest32.50Strike Price15.00Turnover19.13%IV0.37%PremiumDec 27, 2024Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.5429Delta1.1954Gamma216.87Leverage Ratio-0.1069Theta0.0005Rho117.73Eff Leverage0.0069Vega