0.05Open0.40Pre Close3 Volume2 Open Interest23.00Strike Price15.00Turnover118.52%IV45.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0412Delta0.0274Gamma315.80Leverage Ratio-0.0125Theta0.0002Rho13.01Eff Leverage0.0024Vega