0.15Open0.08Pre Close1 Volume264 Open Interest33.00Strike Price15.00Turnover40.50%IV8.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1158Delta0.0759Gamma238.80Leverage Ratio-0.0212Theta-0.0012Rho-27.65Eff Leverage0.0124Vega