0.15Open0.30Pre Close1 Volume467 Open Interest95.00Strike Price15.00Turnover23.55%IV3.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1318Delta0.0819Gamma558.80Leverage Ratio-0.0572Theta-0.0015Rho-73.67Eff Leverage0.0237Vega