0.15Open0.11Pre Close1 Volume403 Open Interest3.00Strike Price15.00Turnover182.21%IV45.16%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3049Delta0.3668Gamma14.47Leverage Ratio-0.0080Theta0.0003Rho4.41Eff Leverage0.0018Vega