0.15Open0.08Pre Close1 Volume264 Open Interest33.00Strike Price15.00Turnover36.86%IV8.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1156Delta0.0756Gamma238.80Leverage Ratio-0.0175Theta-0.0015Rho-27.60Eff Leverage0.0136Vega