0.15Open0.25Pre Close1 Volume51 Open Interest78.00Strike Price15.00Turnover17.67%IV4.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1144Delta0.0851Gamma600.64Leverage Ratio-0.0212Theta0.0025Rho68.73Eff Leverage0.0248Vega