0.05Open0.03Pre Close3 Volume347 Open Interest9.00Strike Price15.00Turnover30.27%IV10.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1481Delta0.3407Gamma164.00Leverage Ratio-0.0030Theta0.0009Rho24.28Eff Leverage0.0052Vega