0.03Open0.12Pre Close5 Volume7 Open Interest152.50Strike Price15.00Turnover66.56%IV15.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0073Delta0.0017Gamma5983.33Leverage Ratio-0.0227Theta-0.0001Rho-43.90Eff Leverage0.0037Vega