0.15Open0.75Pre Close1 Volume48 Open Interest38.00Strike Price15.00Turnover58.33%IV9.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1223Delta0.0792Gamma231.73Leverage Ratio-0.0439Theta0.0007Rho28.35Eff Leverage0.0089Vega