0.02Open0.05Pre Close8 Volume209 Open Interest75.00Strike Price15.00Turnover66.28%IV10.37%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0211Delta0.0156Gamma2718.80Leverage Ratio-0.0241Theta0.0001Rho57.50Eff Leverage0.0025Vega