0.15Open0.25Pre Close1 Volume41 Open Interest32.50Strike Price15.00Turnover19.05%IV0.40%PremiumDec 27, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5429Delta1.1955Gamma216.80Leverage Ratio-0.1047Theta0.0005Rho117.70Eff Leverage0.0069Vega