0.10Open0.05Pre Close2 Volume27.50K Open Interest1.50Strike Price15.00Turnover52.77%IV8.23%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3223Delta1.6281Gamma31.60Leverage Ratio-0.0015Theta-0.0004Rho-10.18Eff Leverage0.0015Vega