0.05Open0.06Pre Close3 Volume286 Open Interest48.00Strike Price15.00Turnover30.20%IV5.49%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0716Delta0.0858Gamma911.00Leverage Ratio-0.0209Theta0.0004Rho65.26Eff Leverage0.0072Vega