0.15Open0.20Pre Close1 Volume927 Open Interest418.00Strike Price15.00Turnover26.45%IV4.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0375Delta0.0067Gamma2374.65Leverage Ratio-0.1047Theta-0.0017Rho-89.16Eff Leverage0.0377Vega