0.15Open0.25Pre Close1 Volume51 Open Interest78.00Strike Price15.00Turnover17.53%IV4.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1145Delta0.0852Gamma600.64Leverage Ratio-0.0209Theta0.0025Rho68.75Eff Leverage0.0250Vega