0.03Open0.05Pre Close5 Volume169 Open Interest33.00Strike Price15.00Turnover30.37%IV3.11%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0842Delta0.2003Gamma1134.33Leverage Ratio-0.0242Theta-0.0002Rho-95.50Eff Leverage0.0039Vega