0.05Open0.11Pre Close3 Volume792 Open Interest15.00Strike Price15.00Turnover65.26%IV25.47%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0348Delta0.0226Gamma401.20Leverage Ratio-0.0051Theta-0.0005Rho-13.98Eff Leverage0.0040Vega