0.15Open0.10Pre Close1 Volume538 Open Interest2.00Strike Price15.00Turnover41.41%IV0.54%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier11DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8294Delta1.9326Gamma12.40Leverage Ratio-0.0014Theta-0.0004Rho-10.28Eff Leverage0.0008Vega