0.05Open0.02Pre Close3 Volume220 Open Interest25.00Strike Price15.00Turnover17.68%IV1.29%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.2373Delta0.8545Gamma494.60Leverage Ratio-0.0239Theta0.0004Rho117.38Eff Leverage0.0063Vega