0.02Open0.02Pre Close6 Volume385 Open Interest9.50Strike Price15.00Turnover140.93%IV8.59%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0707Delta0.2168Gamma518.00Leverage Ratio-0.0614Theta0.0000Rho-36.61Eff Leverage0.0006Vega