0.15Open0.20Pre Close1 Volume138 Open Interest3.00Strike Price15.00Turnover69.75%IV8.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4510Delta0.8149Gamma19.30Leverage Ratio-0.0047Theta0.0007Rho8.70Eff Leverage0.0028Vega